Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks.

Stein W. Wallace Roger J.-B. Wets

Published in: INFORMS J. Comput. (1989)

Keyphrases

stochastic programming
preprocessing
multistage
lot sizing
chance constrained
linear program
location problems
asset liability management
robust optimization
capacity planning
decision making under uncertainty
feature extraction
risk averse
decision making
optimal solution
knapsack problem