Bounds in multi-horizon stochastic programs
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DOI: 10.1007/s10479-019-03244-9
Abstract: In this paper, we present bounds for multi-horizon stochastic optimization problems, a class of problems introduced in Kaut et al. (Comput Manag Sci 11:179–193, 2014) relevant in many industry-life applications typically involving strategic and operational… read more here.
Keywords: bounds multi; multi horizon; stochastic programs; horizon stochastic ... See more keywords