Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428)
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scientific article; zbMATH DE number 1046472
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| English | Cut sharing for multistage stochastic linear programs with interstage dependency |
scientific article; zbMATH DE number 1046472 |
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Cut sharing for multistage stochastic linear programs with interstage dependency (English)
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7 August 1997
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multistage stochastic programs
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decomposition-based algorithms
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interstage independent random parameters
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Monte Carlo sampling
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0.8988233208656311
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0.8277699947357178
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0.8064533472061157
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0.800298810005188
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0.7971091270446777
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