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Keyword:multistage stochastic programming

Papers
The Polyhedral Structure and Complexity of Multistage Stochastic Linear Problem with General Cost Distribution
Maël Forcier, Stéphane Gaubert and Vincent Leclère
EasyChair Preprint no. 4113
Solving stochastic programming problems with randomized scenario sampling
Gilles Bareilles, Dmitry Grishchenko, Franck Iutzeler, Yassine Laguel and Jérôme Malick
EasyChair Preprint no. 2846
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