2002-10-24Buch
A branch-and-price algorithm for multi-stage stochastic integer programming with application to stochastic batch-sizing problems
Lulli, Guglielmo; Sen, Suvrajeet
In this paper we present a branch-and-price method to solve special structured multi-stage stochastic integer programming problems. We validate our method on two different versions of a multi-stage stochastic batch-sizing ...
