Stability in multistage stochastic programming.
Olga FiedlerWerner RömischPublished in: Ann. Oper. Res. (1995)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- production system
- single stage
- capacity planning
- dynamic programming
- asset liability management
- multistage stochastic
- lot sizing
- linear program
- sufficient conditions
- special case
- lower bound
- computational complexity
- capacity expansion
- search algorithm
- artificial intelligence