A Scalable Bounding Method for Multistage Stochastic Programs

Burhaneddin Sandikçi, Osman Y. Özaltin. A Scalable Bounding Method for Multistage Stochastic Programs. SIAM Journal on Optimization, 27(3):1772-1800, 2017. [doi]

@article{SandikciO17,
  title = {A Scalable Bounding Method for Multistage Stochastic Programs},
  author = {Burhaneddin Sandikçi and Osman Y. Özaltin},
  year = {2017},
  doi = {10.1137/16M1075594},
  url = {https://doi.org/10.1137/16M1075594},
  researchr = {https://researchr.org/publication/SandikciO17},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {27},
  number = {3},
  pages = {1772-1800},
}