Cut sharing for multistage stochastic linear programs with interstage dependency.
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| Title: | Cut sharing for multistage stochastic linear programs with interstage dependency. |
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| Authors: | Infanger, Gerd1 infanger@or.stanford.edu, Morton, David2 |
| Source: | Mathematical Programming. Nov1996, Vol. 75 Issue 2, p241-256. 16p. |
| Database: | Mathematics Source |
| ISSN: | 00255610 |
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| DOI: | 10.1007/BF02592154 |
