Parallel decomposition of multistage stochastic programming problems
- 1 January 1993
- journal article
- Published by Springer Nature in Mathematical Programming
- Vol. 58 (1-3) , 201-228
- https://doi.org/10.1007/bf01581267
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- Mslip: A computer code for the multistage stochastic linear programming problemMathematical Programming, 1990
- The Parallel of Decomposition of Linear ProgramsPublished by Defense Technical Information Center (DTIC) ,1989
- A multicut algorithm for two-stage stochastic linear programsEuropean Journal of Operational Research, 1988
- Decomposition and Partitioning Methods for Multistage Stochastic Linear ProgramsOperations Research, 1985
- Dual nested decomposition of staircase linear programsPublished by Springer Nature ,1985
- Equivalence of some quadratic programming algorithmsMathematical Programming, 1984
- Solving staircase linear programs by the simplex method, 2: PricingMathematical Programming, 1983
- Solving staircase linear programs by the simplex method, 1: InversionMathematical Programming, 1982
- Distributed dynamic programmingIEEE Transactions on Automatic Control, 1982
- Decomposition Principle for Linear ProgramsOperations Research, 1960