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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees.

Laureano F. EscuderoMaría Araceli GarínMaría MerinoGloria Pérez
Published in: Comput. Oper. Res. (2012)
Keyphrases
  • multistage stochastic
  • integer program
  • cutting plane
  • linear program
  • multistage
  • np complete
  • non stationary
  • capacity expansion