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]

@article{BakirBDE20,
  title = {Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs},
  author = {Ilke Bakir and Natashia Boland and Brian Dandurand and Alan L. Erera},
  year = {2020},
  doi = {10.1287/ijoc.2018.0885},
  url = {https://doi.org/10.1287/ijoc.2018.0885},
  researchr = {https://researchr.org/publication/BakirBDE20},
  cites = {0},
  citedby = {0},
  journal = {INFORMS Journal on Computing},
  volume = {32},
  number = {1},
  pages = {145-163},
}