On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming.
Andrey I. KibzunOlga M. KhromovaPublished in: Autom. Remote. Control. (2014)
Keyphrases
- stochastic programming
- multistage
- mixed integer linear programming
- lot sizing
- branch and bound algorithm
- cutting plane
- mixed integer
- production planning
- mathematical programming
- capacity planning
- multistage stochastic
- single stage
- mixed integer nonlinear programming
- dynamic programming
- robust optimization
- linear program
- lower bound
- integer programming
- upper bound
- capacity expansion
- approximate solutions
- graphical models