Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty (Q2815510): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/10556788.2015.1088850 / rank
 
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Latest revision as of 06:44, 12 July 2024

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Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty
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    Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty (English)
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    29 June 2016
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    multistage stochastic programming
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    endogenous uncertainty
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    redundant nonanticipativity constraints
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    minimal graph
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    exact polynomial time algorithm
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