Dynamic stochastic matching problems arise in a variety of recent ... (MDPs) that are, however, intractable in general. To improve tractability, we investigate the linear programming-based approach to ...

In this paper, we present a branch-and-price method to solve special structured multistage stochastic integer programming problems. We validate our method on two different versions of a multistage ...

N. Noyan, A. Ruszczyński, Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints, Mathematical Programming 115 (2008) 249--275. M.