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A node formulation for multistage stochastic programs with endogenous uncertainty |
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| Authors: | Pantuso Giovanni |
| Affiliation: | 1.Department of Mathematical Sciences, University of Copenhagen, 2100, Copenhagen, Denmark ; |
| Abstract: | Computational Management Science - This paper introduces a node formulation for multistage stochastic programs with endogenous (i.e., decision-dependent) uncertainty. Problems with such structure... |
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