Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty

DOI10.1007/s00186-017-0600-6zbMath1402.90105OpenAlexW2781247378MaRDI QIDQ684146

F. Hooshmand, S. A. MirHassani

Publication date: 9 February 2018

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-017-0600-6

zbMATH Keywords

multistage stochastic programmingconstraint reductionendogenous uncertaintiesexogenous uncertaintiesredundant nonanticipativity constraints

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Uses Software

• AIMMS

Cites Work

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