Multistage stochastic mixed-integer linear problems (MSMILPs) are non-convex, usually of large scale, and hard to solve. This calls for decomposition approaches to keep the solution process ...

Then, an integer programming model is constructed to optimize the arrangement of the order plates based on MARL’s decisions. To further refine the MARLIP approach, we introduce dual factors and a soft ...

Recently the application of contingent claims analysis and dynamic programming to project evaluation has attracted a lot of attention. These techniques are required, for example, if the value of a ...