Login / Signup

Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty.

F. HooshmandS. A. MirHassani
Published in: Optim. Methods Softw. (2016)
Keyphrases
  • multistage
  • production system
  • stochastic programming
  • lot sizing
  • stochastic programming problems
  • dynamic programming
  • probability distribution
  • stochastic optimization
  • single stage
  • lower bound