A multistage stochastic programming approach with strategies for uncertainty reduction in the synthesis of process networks with uncertain yields.
Bora TarhanIgnacio E. GrossmannPublished in: Comput. Chem. Eng. (2008)
Keyphrases
- stochastic programming
- multistage
- decision making under uncertainty
- chance constrained
- robust optimization
- risk averse
- capacity planning
- linear program
- production system
- lot sizing
- single stage
- asset liability management
- multistage stochastic
- finite horizon
- dynamic programming
- incomplete information
- linear programming
- optimal solution
- machine learning