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"The Scenario Generation Algorithm for Multistage Stochastic Linear ..."

Michael S. Casey, Suvrajeet Sen (2005)

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DOI: 10.1287/MOOR.1050.0146

access: closed

type: Journal Article

metadata version: 2017-05-28

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Michael S. Casey, Suvrajeet Sen:
The Scenario Generation Algorithm for Multistage Stochastic Linear Programming. Math. Oper. Res. 30(3): 615-631 (2005)

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