A Note on Quantitative Stability and Empirical Estimates in Stochastic Programming.

Vlasta Kanková Michal Houda

Published in: OR (2002)

Keyphrases

stochastic programming
multistage
chance constrained
linear program
capacity planning
confidence intervals
asset liability management
robust optimization
risk averse
decision making under uncertainty
multistage stochastic
search algorithm
linear programming
power generation
optimal solution
dynamic programming