Two-stage stochastic linear programs with incomplete information on uncertainty.
James AngFanwen MengJie SunPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- linear program
- incomplete information
- linear programming
- possibility theory
- partial information
- semi infinite
- optimal solution
- missing information
- autonomous agents
- stochastic programming
- objective function
- primal dual
- uncertain information
- query answering
- np hard
- simplex method
- linear programming problems
- extreme points
- mixed integer linear program
- risk averse
- linear inequalities
- mechanism design
- nash equilibria
- dynamic programming
- first order logic
- multi agent systems
- belief functions