
A Recursive Scenario Decomposition Algorithm for Combinatorial Multistage Stochastic Optimisation Problems
Author(s) -
David Hemmi,
Guido Tack,
Mark Wallace
Publication year - 2018
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v32i1.11525
Subject(s) - parallelizable manifold , decomposition , solver , computer science , stochastic programming , set (abstract data type) , mathematical optimization , decomposition method (queueing theory) , decision problem , algorithm , mathematics , programming language , ecology , discrete mathematics , biology