Dynamic multistage stochastic linear programming has many practical applications for problems whose current decisions … decomposed into a set of smaller linear programming problems. These problems can be visualised as being attached to the nodes of … tree is traversed forwards and backwards, with information from the solutions to each nodal linear programming problem …

Multistage stochastic linear programming has many practical applications for problems whose current decisions have to … original problem into a set of smaller linear programming problems and has recently been shown to be superior to the …