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dc.contributor.authorMulvey, John M.en
dc.contributor.authorVladimirou, Herculesen
dc.creatorMulvey, John M.en
dc.creatorVladimirou, Herculesen
dc.date.accessioned2019-04-22T05:53:04Z
dc.date.available2019-04-22T05:53:04Z
dc.date.issued1991
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/46358
dc.description.abstractThe scenario aggregation algorithm is specialized for stochastic networks. The algorithm determines a solution that does not depend on hindsight and accounts for the uncertain environment depicted by a number of appropriately weighted scenarios. The solution procedure decomposes the stochastic program to its constituent scenario subproblems, thus preserving the network structure. Computational results are reported demonstrating the algorithm's convergence behavior. Acceleration schemes are discussed along with termination criteria. The algorithm's potential for execution on parallel multiprocessors is discussed. Copyright © 1991 Wiley Periodicals, Inc., A Wiley Companyen
dc.language.isoengen
dc.sourceNetworksen
dc.titleSolving multistage stochastic networks: An application of scenario aggregationen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1002/net.3230210603
dc.description.volume21
dc.description.issue6
dc.description.startingpage619
dc.description.endingpage643
dc.author.facultyΣχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management
dc.author.departmentΤμήμα Διοίκησης Επιχειρήσεων και Δημόσιας Διοίκησης / Department of Business and Public Administration
dc.type.uhtypeArticleen
dc.contributor.orcidVladimirou, Hercules [0000-0002-3923-1709]
dc.gnosis.orcid0000-0002-3923-1709


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