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Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs.

Ilke BakirNatashia BolandBrian C. DandurandAlan L. Erera
Published in: INFORMS J. Comput. (2020)
Keyphrases
  • multistage
  • dynamic programming
  • upper bound
  • learning algorithm
  • lower and upper bounds
  • lower bound
  • production system
  • lot sizing
  • stochastic programming