An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144)
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English | An effective heuristic for multistage linear programming with a stochastic right-hand side |
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An effective heuristic for multistage linear programming with a stochastic right-hand side (English)
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10 November 2016
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multistage stochastic programming
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constraint aggregation
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conditional expectation
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scenario tree
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revenue management
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