A branch and cut framework for multi-stage stochastic programming problems under endogenous uncertainty

Keyphrases

• Branch-and-bound Algorithm 25%
• Branch-and-cut 100%
• Endogenous Uncertainty 100%
• Future Outcomes 25%
• Multistage Stochastic Programming 100%
• Non-anticipativity Constraints 75%
• Pharmaceutical Research 25%
• Resource-constrained Project Scheduling Problem (RCPSP) 25%
• Stochastic Programming Model 50%
• Stochastic Programming Problems 100%
• Tight 25%

Computer Science

• Branch and Cut 100%
• Programming Model 50%
• Resource-Constrained Scheduling 25%
• Stochastic Programming 100%

Social Sciences

• Resource-Constrained Scheduling 25%