A Recursive Scenario Decomposition Algorithm for Combinatorial Multistage Stochastic Optimisation Problems

David Hemmi, Guido Tack, Mark Wallace 0001. A Recursive Scenario Decomposition Algorithm for Combinatorial Multistage Stochastic Optimisation Problems. In Sheila A. McIlraith, Kilian Q. Weinberger, editors, Proceedings of the Thirty-Second AAAI Conference on Artificial Intelligence, New Orleans, Louisiana, USA, February 2-7, 2018. pages 1322-1329, AAAI Press, 2018. [doi]

Abstract

Abstract is missing.