A Data-Driven Approach to Multistage Stochastic Linear Optimization.

Dimitris Bertsimas Shimrit Shtern Bradley Sturt

Published in: Manag. Sci. (2023)

Keyphrases

multistage stochastic
stochastic programming
linear program
multistage
portfolio selection
optimization algorithm
cutting plane
quadratic programming
integer program
optimization process
capacity expansion
combinatorial optimization
global optimization
upper bound
optimization problems
optimization model