Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs

Ilke Bakir, Natashia Boland, Brian Dandurand, Alan L. Erera. Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs. INFORMS Journal on Computing, 32(1):145-163, 2020. [doi]

Abstract

Abstract is missing.