Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (Q3703592)

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Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
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    Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (English)
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    1985
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    multistage stochastic linear program
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    fixed recourse
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    deterministic equivalent
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    large scale programs
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    outer linearization decomposition
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    piecewise linear partitioning
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    computational results
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