Donohue Christopher J.

Christopher J. Donohue

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Found 3 papers in total
The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
2006
This paper considers large-scale multistage stochastic linear programs. Sampling is...
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
1996
Multistage stochastic linear programs can represent a variety of practical decision...
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
1996
In this note, the authors show that if a convex function is non-increasing and has a...
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