SAGA 2009 International Symposium on Stochastic Algorithms: Foundations and Applications
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Wall of Fame | Most Viewed SAGA-2009 Paper
SAGA
2009
Springer
13 years 11 months ago
2009
Springer
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
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