On the number of stages in multistage stochastic programs

This publication has 33 references indexed in Scilit:

• Multi-horizon stochastic programming
  Computational Management Science, 2013
• Short-term hydropower production planning by stochastic programming
  Computers & Operations Research, 2008
• The value of the stochastic solution in multistage problems
  TOP, 2007
• An interval-parameter multi-stage stochastic programming model for water resources management under uncertainty
  Advances in Water Resources, 2006
• Financial planning via multi-stage stochastic optimization
  Computers & Operations Research, 2004
• Scenario reduction in stochastic programming
  Mathematical Programming, 2003
• Dynamic Portfolio Replication Using Stochastic Programming
  2002
• A stochastic 0–1 program based approach for the air traffic flow management problem
  European Journal of Operational Research, 2000
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
  Journal of Heuristics, 1996
• The value of the stochastic solution in stochastic linear programs with fixed recourse
  Mathematical Programming, 1982