Aggregation and discretization in multistage stochastic programming
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Cited in
(27)- An information-based approximation scheme for stochastic optimization problems in continuous time
- Bound-based decision rules in multistage stochastic programming
- Two-stage stochastic standard quadratic optimization
- Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
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- Scenario Reduction Techniques in Stochastic Programming
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- Discrete Multistage Optimization and Hierarchical Market
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