Post-tax optimization with stochastic programming.
Maria A. OsorioNalan GülpinarBerç RustemReuben SettergrenPublished in: Eur. J. Oper. Res. (2004)
Keyphrases
- stochastic programming
- multistage
- linear program
- chance constrained
- robust optimization
- decision making under uncertainty
- capacity planning
- multistage stochastic
- asset liability management
- risk averse
- power generation
- linear programming
- mathematical programming
- case based reasoning
- np hard
- special case
- search algorithm
- machine learning