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A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty

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Author Info

  • Escudero Bueno, Laureano F.
  • Pérez Sainz de Rozas, Gloria
  • Garín Martín, María Araceli
  • Merino Maestre, María
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    Abstract

    Preprint submitted to Computers & Operations Research

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    File URL: https://addi.ehu.es/bitstream/10810/5576/1/2011.01.pdf
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    Bibliographic Info

    Paper provided by Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) in its series BILTOKI with number 2011-01.

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    Date of creation: Feb 2011
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    Handle: RePEc:ehu:biltok:201101

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    Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
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    Postal: Dpto. de Econometría y Estadística, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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    Related research

    Keywords: multi-stage stochastic mixed 0-1 optimization; nonsymmetric scenario trees; implicit and explicit nonanticipativity constraints; splitting variable and compact representations; scenario cluster partitioning;

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