Performance Analysis of Online Anticipatory Algorithms for Large Multistage Stochastic Integer Programs.

Luc Mercier Pascal Van Hentenryck

Published in: IJCAI (2007)

Keyphrases

multistage stochastic
integer program
cutting plane
linear program
multistage
portfolio selection
capacity expansion
integer programming
stochastic programming
objective function
optimization problems
column generation
search algorithm
computational complexity
state space
short term