The value of the stochastic solution in multistage problems
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- Albert Madansky, 1960. "Inequalities for Stochastic Linear Programming Problems," Management Science, INFORMS, vol. 6(2), pages 197-204, January.
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KeywordsStochastic programming; Scenario tree; Complete recourse; Deterministic equivalent model; 60H35; 65C20; 68Q25;
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