A new decomposition method for multistage stochastic linear programming problems is
proposed. A multistage stochastic problem is represented in a tree-like form and with each …

Difference equations, spline approximations and multiperiod linear programs all give rise to
linear equation systems that have a characteristic staircase structure. A staircase system's …

ABSTRACT A number of approaches to forest management planning are surveyed and
analysed. A unified treatment of the various models and optimisation techniques is …

This and a companion paper consider how current implementations of the simplex method
may be adapted to better solve linear programs that have a staged, or 'staircase', structure …

A staircase linear program is a linear program in which the variables can be partitioned into
a set of time periods, with constraints relating only variables in adjacent periods. This paper …

Modelling planning problems that extend over many time periods as linear programs leads
to a special structure called a “staircase” or “dynamic” linear program. In this special …

We establish conditions under which a sequence of finite horizon convex programs
monotonically increases in value to the value of the infinite program; a subsequence of …

The Nested Decomposition Principle of Manne and Ho is applied to the dual of a T-period
staircase linear program, generating a sequence of one-period problems. These problems …

A new decomposition method for multistage stochastic linear programming problems is
proposed by the author. The method combines the ideas of the regularized decomposition …

In this paper the problem of planning human-settlement systems (HSS) is formulated in a
dynamic linear-programming (DLP) framework. Such large time-dependent problems are …