SNAC generates a minimum-cardinality set of non-anticipativity constraints for multistage stochastic programs with gradual uncertainty realization and incomplete scenario sets.
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A Graph Theoretic Approach to Non-Anticipativity Constraint Generation in Multistage Stochastic Programs with Incomplete Scenario Sets
SNAC generates a minimum-cardinality set of non-anticipativity constraints for multistage stochastic programs with gradual uncertainty realization and incomplete scenario sets.