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A new scenario-tree generation approach for multistage stochastic programming problems based on a demerit criterion

Julien Keutchayan, David Munger, Michel Gendreau and Fabian Bastin

Technical Report (2017)

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Department: Department of Mathematics and Industrial Engineering
Research Center: CIRRELT - Interuniversity Research Centre on Enterprise Networks, Logistics and Transportation
PolyPublie URL: https://publications.polymtl.ca/39199/
Report number: CIRRELT-2017-74
Official URL: http://www.cirrelt.ca/DocumentsTravail/CIRRELT-201...
Date Deposited: 18 Apr 2023 15:04
Last Modified: 18 Apr 2023 15:04
Cite in APA 7: Keutchayan, J., Munger, D., Gendreau, M., & Bastin, F. (2017). A new scenario-tree generation approach for multistage stochastic programming problems based on a demerit criterion. (Technical Report n° CIRRELT-2017-74). http://www.cirrelt.ca/DocumentsTravail/CIRRELT-2017-74.pdf

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