A Linear Decision-Based Approximation Approach to Stochastic Programming.

Xin Chen Melvyn Sim Peng Sun Jiawei Zhang

Published in: Oper. Res. (2008)

Keyphrases

stochastic programming
decision making under uncertainty
multistage
chance constrained
linear program
capacity planning
decision making
robust optimization
multistage stochastic
asset liability management
risk averse
decision makers
decision problems
approximation algorithms
lot sizing