Correction to: Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs.
I. Esra BüyüktahtakinPublished in: Ann. Oper. Res. (2024)
Keyphrases
- stochastic programming
- multistage
- risk averse
- mixed integer program
- lot sizing
- single stage
- mixed integer
- linear program
- production system
- dynamic programming
- feasible solution
- stochastic optimization
- production planning
- lagrangian relaxation
- linear programming
- planning horizon
- robust optimization
- cutting plane
- optimal policy
- decision making