Predictive stochastic programming.

Yunxiao Deng Suvrajeet Sen

Published in: Comput. Manag. Sci. (2022)

Keyphrases

stochastic programming
multistage
linear program
chance constrained
capacity planning
risk averse
decision making under uncertainty
asset liability management
power generation
robust optimization
multistage stochastic
artificial intelligence
cooperative
theoretical framework
primal dual