Citation: Cj. Donohue et Jr. Birge, AN UPPER BOUND ON THE EXPECTED VALUE OF A NON-INCREASING CONVEX FUNCTION WITH CONVEX MARGINAL RETURN FUNCTIONS, Operations research letters, 18(5), 1996, pp. 213-221
Authors:
BIRGE JR
DONOHUE CJ
HOLMES DF
SVINTSITSKI OG
Citation: Jr. Birge et al., A PARALLEL IMPLEMENTATION OF THE NESTED DECOMPOSITION ALGORITHM FOR MULTISTAGE STOCHASTIC LINEAR-PROGRAMS, Mathematical programming, 75(2), 1996, pp. 327-352