Towards Implementable Nonlinear Stochastic Programming.

Leonidas Sakalauskas

Published in: Coping with Uncertainty (2004)

Keyphrases

stochastic programming
multistage
chance constrained
linear program
capacity planning
multistage stochastic
robust optimization
decision making under uncertainty
asset liability management
risk averse
learning algorithm
power generation
reinforcement learning
cooperative
supply chain
high order