Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty

F. Hooshmand, S. A. MirHassani. Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty. Math. Meth. of OR, 87(1):1-18, 2018. [doi]

@article{HooshmandM18,
  title = {Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty},
  author = {F. Hooshmand and S. A. MirHassani},
  year = {2018},
  doi = {10.1007/s00186-017-0600-6},
  url = {https://doi.org/10.1007/s00186-017-0600-6},
  researchr = {https://researchr.org/publication/HooshmandM18},
  cites = {0},
  citedby = {0},
  journal = {Math. Meth. of OR},
  volume = {87},
  number = {1},
  pages = {1-18},
}