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On the number of stages in multistage stochastic programs.

Giovanni PantusoTrine Krogh Boomsma
Published in: Ann. Oper. Res. (2020)
Keyphrases
  • multistage
  • small number
  • production system
  • stochastic programming
  • single stage
  • dynamic programming
  • lot sizing
  • computational complexity
  • optimal policy
  • finite horizon
  • stochastic optimization
  • production line