Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty (Q2815510)
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scientific article; zbMATH DE number 6599490
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| English | Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty |
scientific article; zbMATH DE number 6599490 |
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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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0.9247440099716188
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0.9161620140075684
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0.8402268886566162
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0.8296393752098083
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