A Fast Smoothing Procedure for Large-Scale Stochastic Programming.

Martin Biel Vien V. Mai Mikael Johansson

Published in: CDC (2021)

Keyphrases

stochastic programming
multistage
chance constrained
linear program
asset liability management
capacity planning
risk averse
decision making under uncertainty
robust optimization
multistage stochastic
machine learning
linear programming
feature selection
decision making
np hard