Keyword:multistage stochastic programming

Publications
The Polyhedral Structure and Complexity of Multistage Stochastic Linear Problem with General Cost Distribution Maël Forcier, Stéphane Gaubert and Vincent Leclère EasyChair Preprint 4113
Solving stochastic programming problems with randomized scenario sampling Gilles Bareilles, Dmitry Grishchenko, Franck Iutzeler, Yassine Laguel and Jérôme Malick EasyChair Preprint 2846