Decomposition methods in stochastic programming.
Andrzej RuszczynskiPublished in: Math. Program. (1997)
Keyphrases
- stochastic programming
- decomposition methods
- multistage
- chance constrained
- linear program
- decomposition method
- training support vector machines
- constraint satisfaction problems
- asset liability management
- database theory
- robust optimization
- linear programming
- hypertree decomposition
- working set
- databases
- dynamic programming
- feature extraction