by Pierre-Luc Carpentier, Michel Gendreau and Fabian Bastin
Reference:
Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm (Pierre-Luc Carpentier, Michel Gendreau and Fabian Bastin), Technical report CIRRELT-2013–55, CIRRELT, 2013.
Bibtex Entry:
@TechReport{CarpGendBast13b,
Title = {Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm},
Author = {Pierre-Luc Carpentier and Michel Gendreau and Fabian Bastin},
Institution = {CIRRELT},
Year = {2013},
Address = {Montreal, QC, Canada},
Number = {CIRRELT-2013--55}
}