An effective heuristic for multistage linear programming with a stochastic right-hand side
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Publication:337144
DOI10.1016/j.cor.2014.06.010zbMath1348.90500MaRDI QIDQ337144
R. E. Rodriguez-Ravines, Laureano Fernando Escudero Bueno, Juan Francisco Monge, Cesar Beltran-Royo
Publication date: 10 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2014.06.010
conditional expectation; constraint aggregation; multistage stochastic programming; scenario tree; revenue management
90C05: Linear programming
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
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