Multistage stochastic optimization

J. Balasubramanian, l.E. Grossmatm, 2004, Approximation to multistage stochastic optimization in multiperiod batch plant scheduling rmder demand uncertainty. Ind. Eng. Chem. Res., 43, 3695-3713. 

The deterministic equivalent program of a multistage stochastic optimization can be formulated in a similar manner to the program (A.22). However, special care should be taken to preserve the so called non-anticipativity principle in such cases. 

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