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Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty.
F. Hooshmand
S. A. MirHassani
Published in:
Math. Methods Oper. Res. (2018)
Keyphrases
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multistage
stochastic programming problems
single stage
production system
dynamic programming
stochastic programming
stochastic optimization
lot sizing
robust optimization
production line
multistage stochastic
autoregressive
finite horizon