A management system for decompositions in stochastic programming.
Robert FourerLeo LopesPublished in: Ann. Oper. Res. (2006)
Keyphrases
- stochastic programming
- management system
- multistage
- chance constrained
- linear program
- capacity planning
- asset liability management
- decision making under uncertainty
- risk averse
- decision support system
- robust optimization
- multistage stochastic
- singular value decomposition
- power generation
- genetic algorithm
- supply chain
- multi agent systems
- objective function