Solving multistage stochastic networks: An application of scenario aggregation.

John M. Mulvey Hercules Vladimirou

Published in: Networks (1991)

Keyphrases

multistage stochastic
integer program
linear program
portfolio selection
cutting plane
multistage
capacity expansion
quadratic programming
stochastic programming
long term
linear programming
combinatorial optimization
special case
integer programming
capacity planning