Multi-stage stochastic optimization of carbon risk management.

Frantisek Zapletal Martin Smíd Václav Kozmík

Published in: Expert Syst. Appl. (2022)

Keyphrases

stochastic optimization
risk management
multistage
decision support system
risk assessment
risk evaluation
single stage
risk analysis
production system
stochastic programming
dynamic programming
operational risk
lot sizing
optimal policy
finite horizon
commercial banks
project management
search space