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Collapsing the Tower - On the Complexity of Multistage Stochastic IPs.

Kim-Manuel KleinJanina Reuter
Published in: ACM Trans. Algorithms (2024)
Keyphrases
  • multistage stochastic
  • linear program
  • capacity expansion
  • multistage
  • stochastic programming
  • cutting plane
  • portfolio selection
  • worst case
  • integer program
  • long term
  • integer programming