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Testing the structure of multistage stochastic programs.

Jitka DupacováMarida BertocchiVittorio Moriggia
Published in: Comput. Manag. Sci. (2009)
Keyphrases
  • multistage
  • stochastic programming
  • dynamic programming
  • single stage
  • production system
  • stochastic optimization
  • lot sizing
  • optimal policy
  • test cases
  • finite horizon
  • multistage stochastic