Test problems in stochastic multistage programming
DOI10.1080/02331930008844481zbMATH Open0963.90044OpenAlexW1983656858MaRDI QIDQ4484946FDOQ4484946
Authors: Karl Frauendorfer, Gido Haarbrücker 
Publication date: 5 June 2000
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://www.alexandria.unisg.ch/7089/1/Frauendorfer_Haarbr%C3%BCcker_TestProblemsInStochasticMultistageProgramming.pdf
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Cites Work
- MSLiP: A computer code for the multistage stochastic linear programming problem
- An equilibrium characterization of the term structure
- Partitioning procedures for solving mixed-variables programming problems
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- Parallel decomposition of multistage stochastic programming problems
Cited In (6)
- Title not available (Why is that?)
- A family of stochastic programming test problems based on a model for tactical manpower planning
- Solving sequences of refined multistage stochastic linear programs
- Title not available (Why is that?)
- Testing the structure of multistage stochastic programs
- The stochastic test collection problem: models, exact and heuristic solution approaches
Uses Software
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