Multistage Stochastic Decomposition and its Applications
In this dissertation, we focus on developing sampling-based algorithms for solving stochastic linear programs. The work covers both two stage and multistage versions of stochastic linear programs. In particular, we first study the two stage stochastic decomposition (SD) algorithm and present some ex...
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| Language: | en |
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The University of Arizona.
2012
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| Online Access: | http://hdl.handle.net/10150/222892 |