The stochastic programming heritage of Maarten van der Vlerk.
David P. MortonWard RomeijndersRüdiger SchultzLeen StougiePublished in: Comput. Manag. Sci. (2018)
Keyphrases
- van der
- stochastic programming
- multistage
- chance constrained
- linear program
- capacity planning
- augmented reality
- cultural heritage
- decision making under uncertainty
- asset liability management
- risk averse
- robust optimization
- multistage stochastic
- linear programming
- power generation
- dynamic programming
- machine learning
- resource allocation
- learning algorithm