Applications of stochastic programming: Achievements and questions.

Jitka Dupacová

Published in: Eur. J. Oper. Res. (2002)

Keyphrases

stochastic programming
multistage
linear program
chance constrained
decision making under uncertainty
capacity planning
robust optimization
risk averse
asset liability management
multistage stochastic
linear programming
power generation
decision making
lower bound
multi objective
utility function