Analyzing the quality of the expected value solution in stochastic programming.

Francesca Maggioni Stein W. Wallace

Published in: Ann. Oper. Res. (2012)

Keyphrases

stochastic programming
multistage
chance constrained
linear program
robust optimization
capacity planning
decision making under uncertainty
multistage stochastic
asset liability management
power generation
risk averse
optimal solution
linear programming
integer programming
mathematical programming
lot sizing