The policy graph decomposition of multistage stochastic programming problems
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DOI: 10.1002/net.21932
Abstract: Funding information We propose the policy graph as a structured way of formulating a general class of multistage stochastic programming problems in away that leads to a natural decomposition. We also propose an extension to… read more here.
Keywords: programming; stochastic programming; programming problems; multistage stochastic ... See more keywords