Abstract
A new algorithm is given to solve the multiperiod stochastic linear programming problem
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References
J.R. Birge, “Decomposition and partitioning methods for multistage stochastic linear programs”, Operations Research 33 (1985) 989–1007.
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© 1989 Springer-Verlag Berlin Heidelberg
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Gassmann, G. (1989). Multiperiod Linear Stochastic Programming and a Forestry Application. In: Wallace, S.W. (eds) Algorithms and Model Formulations in Mathematical Programming. NATO ASI Series, vol 51. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-83724-1_13
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DOI: https://doi.org/10.1007/978-3-642-83724-1_13
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-83726-5
Online ISBN: 978-3-642-83724-1
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