Browsing by Author "Selen, Cremaschi"

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Models and Solution Approaches for Large-scale Multistage Stochastic Programs with Endogenous or/and Exogenous Uncertainty

Zuo, Zeng (2020-12-01)

This dissertation aims to develop both models and solution approaches of multistage stochastic programs (MSSP) with endogenous and/or exogenous uncertainty. My work first develops two discrete-time large-scale nonconvex ...