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The Abridged Nested Decomposition Method for Multistage Stochastic Linear Programs with Relatively Complete Recourse

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References

2004Linear Programming Under Uncertainty1,173 cited
1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
1986Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse252 cited

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16 cited