Solution strategies for multistage stochastic

HIGHLIGHTS

  • who: Vijay from the Department of Chemical Engineering, Carnegie Mellon University have published the Article: Solution Strategies for Multistage Stochastic, in the Journal: (JOURNAL)
  • what: The authors focus on problems with endogenous uncertainty for which there is very limited literature available. 7 Solution Strategies Although the model formulation in the previous section greatly reduces the size of the multistage stochastic programs with endogenous uncertainties, given the exponential increase in the problem size with the number of uncertain parameters and its realizations, these problems may 12 not be solvable in reasonable computational time. For the more . . .

     

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