Multistage stochastic programming approach for joint optimization of job scheduling and material ordering under endogenous uncertainties.
Yue ShaJunlong ZhangHui CaoPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- joint optimization
- job scheduling
- multistage stochastic
- linear program
- portfolio selection
- multistage
- integer program
- capacity expansion
- cutting plane
- stochastic programming
- linear programming
- sparse representation
- grid environment
- column generation
- integer programming
- financial markets
- resource allocation
- load balancing
- upper bound
- lot sizing
- face recognition
- greedy algorithm
- dynamic programming
- np hard
- evolutionary algorithm
- optimal solution