On the Convergence of Sampling-Based Decomposition Algorithms for Multistage Stochastic Programs

By Karsten Linowsky, A. Philpott. 2005

56 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Management Information Systems, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e208b5d9077260062bb9ed7c185e8d5137ee53a4