Subtree decomposition for multistage stochastic programs

Shane Dye. Subtree decomposition for multistage stochastic programs. In Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz, editors, Algorithms for Optimization with Incomplete Information, 16.-21. January 2005. Volume 05031 of Dagstuhl Seminar Proceedings, Internationales Begegnungs- und Forschungszentrum für Informatik (IBFI), Schloss Dagstuhl, Germany, 2005. [doi]

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