Cost/risk balanced management of scarce resources using stochastic programming.
Alexei A. GaivoronskiGiovanni M. SechiPaola ZuddasPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- scarce resources
- stochastic programming
- risk averse
- resource availability
- multistage
- linear program
- chance constrained
- resource allocation
- asset liability management
- decision making under uncertainty
- total cost
- decision making
- risk management
- robust optimization
- resource constraints
- power generation
- minimum cost
- linear programming
- supply chain