Stochastic Programming Using Expected Value Bounds.
Raphael ChinchillaJoão P. HespanhaPublished in: IEEE Trans. Autom. Control. (2023)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- linear program
- worst case bounds
- capacity planning
- upper bound
- risk averse
- robust optimization
- decision making under uncertainty
- asset liability management
- power generation
- worst case
- lower bound
- multistage stochastic
- artificial intelligence
- state space
- cooperative