Stochastic Programming Based PERT Modeling.

Ashraf A. Gouda Davaadorjin Monhor Tamás Szántai

Published in: Coping with Uncertainty (2004)

Keyphrases

stochastic programming
multistage
chance constrained
linear program
risk averse
asset liability management
capacity planning
decision making under uncertainty
machine learning
bayesian networks
special case
np hard
probability distribution