Solution strategies for multistage stochastic programming with endogenous uncertainties.

Vijay Gupta Ignacio E. Grossmann

Published in: Comput. Chem. Eng. (2011)

Keyphrases

stochastic programming
multistage
chance constrained
capacity planning
multistage stochastic
linear program
single stage
asset liability management
dynamic programming
robust optimization
production system
optimal policy
search space
evolutionary algorithm