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...
Multi-stage programming (MSP) provides a disciplined approach to run-time code generation. In the purely functional setting, it has been shown how MSP can be used to reduce the ov...
Edwin Westbrook, Mathias Ricken, Jun Inoue, Yilong...