A Second-Order Sufficient Optimality Condition for Risk-Neutral Bi-level Stochastic Linear Programs.
Matthias ClausPublished in: J. Optim. Theory Appl. (2021)
Keyphrases
- stochastic programming
- linear program
- risk averse
- bi level
- risk neutral
- optimal solution
- linear programming
- risk aversion
- average cost
- gray scale
- np hard
- multistage
- primal dual
- dynamic programming
- objective function
- risk sensitive
- sufficient conditions
- branch and bound algorithm
- evolutionary algorithm
- mixed integer
- knapsack problem
- reinforcement learning