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- W2053285890 abstract "This paper addresses the problem of finding cutting planes for multistage stochastic integer programs. We give a general method for generating cutting planes for multistage stochastic integer programs based on combining inequalities that are valid for the individual scenarios. We apply the method to generate cuts for a stochastic version of a dynamic knapsack problem and for stochastic lot-sizing problems. We give computational results, which show that these new inequalities are very effective in a branch-and-cut algorithm." @default.
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- W2053285890 date "2009-04-01" @default.
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- W2053285890 title "Cutting Planes for Multistage Stochastic Integer Programs" @default.
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- W2053285890 doi "https://doi.org/10.1287/opre.1080.0535" @default.
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