Cutting Planes for Multistage Stochastic Integer Programs

Yongpei Guan, Shabbir Ahmed, George L. Nemhauser. Cutting Planes for Multistage Stochastic Integer Programs. Operations Research, 57(2):287-298, 2009. [doi]

@article{GuanAN09,
  title = {Cutting Planes for Multistage Stochastic Integer Programs},
  author = {Yongpei Guan and Shabbir Ahmed and George L. Nemhauser},
  year = {2009},
  doi = {10.1287/opre.1080.0535},
  url = {http://dx.doi.org/10.1287/opre.1080.0535},
  researchr = {https://researchr.org/publication/GuanAN09},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {57},
  number = {2},
  pages = {287-298},
}