Decomposition in Multistage Stochastic Programs with Individual Probability Constraints

Vlasta Kanková. Decomposition in Multistage Stochastic Programs with Individual Probability Constraints. In Hans-Dietrich Haasis, Herbert Kopfer, Jörn Schönberger, editors, Operations Research Proceedings 2005, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7-9, 2005. pages 793-798, 2005. [doi]

@inproceedings{Kankova05,
  title = {Decomposition in Multistage Stochastic Programs with Individual Probability Constraints},
  author = {Vlasta Kanková},
  year = {2005},
  doi = {10.1007/3-540-32539-5_124},
  url = {http://dx.doi.org/10.1007/3-540-32539-5_124},
  tags = {constraints},
  researchr = {https://researchr.org/publication/Kankova05},
  cites = {0},
  citedby = {0},
  pages = {793-798},
  booktitle = {Operations Research Proceedings 2005, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7-9, 2005},
  editor = {Hans-Dietrich Haasis and Herbert Kopfer and Jörn Schönberger},
  isbn = {978-3-540-32537-6},
}