| Article ID: | iaor19942461 |
| Country: | Netherlands |
| Volume: | 61 |
| Issue: | 1 |
| Start Page Number: | 111 |
| End Page Number: | 129 |
| Publication Date: | Aug 1993 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Wallace Stein W., Yan Tiecheng |
The purpose of this paper is to present general approaches for bounding some multi-stage stochastic programs from above. The results are based on restricting the solution set, such that the remaining multi-stage stochastic program is easy to solve. An example where the methods can be applied is presented.