Decomposition methods for multi-horizon stochastic programming.
Hongyu ZhangIgnacio E. GrossmannAsgeir TomasgardPublished in: Comput. Manag. Sci. (2024)
Keyphrases
- stochastic programming
- decomposition methods
- multistage
- chance constrained
- linear program
- decomposition method
- training support vector machines
- database theory
- constraint satisfaction problems
- asset liability management
- hypertree decomposition
- robust optimization
- databases
- open problems
- linear programming
- artificial intelligence
- machine learning
- support vector machine
- feature space