Blocks of coordinates, stochastic programming, and markets.
Sjur Didrik FlåmPublished in: Comput. Manag. Sci. (2019)
Keyphrases
- stochastic programming
- multistage
- linear program
- chance constrained
- capacity planning
- decision making under uncertainty
- asset liability management
- risk averse
- multistage stochastic
- robust optimization
- objective function
- linear programming
- lot sizing
- lead time
- np hard
- special case
- feature space
- artificial intelligence