On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse.
Georg Ch. PflugAndrzej RuszczynskiRüdiger SchultzPublished in: Math. Methods Oper. Res. (1998)
Keyphrases
- stochastic programming
- mixed integer linear
- mathematical programming
- robust optimization
- multistage
- linear program
- chance constrained
- capacity planning
- multistage stochastic
- linear programming
- risk averse
- decision making under uncertainty
- asset liability management
- combinatorial optimization
- artificial intelligence
- benchmark problems
- dynamic programming
- cooperative