Sell or Hold: A simple two-stage stochastic combinatorial optimization problem

Qie He, Shabbir Ahmed, George L. Nemhauser. Sell or Hold: A simple two-stage stochastic combinatorial optimization problem. Oper. Res. Lett., 40(2):69-73, 2012. [doi]

Authors

Qie He

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Shabbir Ahmed

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George L. Nemhauser

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