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Multiperiod Linear Stochastic Programming and a Forestry Application

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Algorithms and Model Formulations in Mathematical Programming

Part of the book series: NATO ASI Series ((NATO ASI F,volume 51))

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Abstract

A new algorithm is given to solve the multiperiod stochastic linear programming problem

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References

  1. J.R. Birge, “Decomposition and partitioning methods for multistage stochastic linear programs”, Operations Research 33 (1985) 989–1007.

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  2. J.K. Ho and E. Loute, “A set of staircase linear programming test problems”, Mathematical Programming 20 (1981) 245–250.

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  3. R.J-B. Wets, “Large scale linear programming techniques in stochastic programming”, in Yu. Ermoliev and R.J-B. Wets, eds., Numerical Methods in Stochastic Optimization (Springer Lecture Notes (to appear)).

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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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