Cutting Planes for Multistage Stochastic Integer Programs.

Yongpei Guan Shabbir Ahmed George L. Nemhauser

Published in: Oper. Res. (2009)

Keyphrases

multistage stochastic
cutting plane
integer program
column generation
integer programming
linear program
network flow
valid inequalities
mixed integer
linear programming
branch and bound
knapsack problem
np hard
optimal solution
reinforcement learning
graphical models
supply chain
portfolio selection