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A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms.

Min ZhangLiangshao HouJie SunAiling Yan
Published in: Asia Pac. J. Oper. Res. (2020)
Keyphrases
  • multistage
  • stochastic programming
  • stochastic optimization
  • risk averse
  • robust optimization
  • dynamic programming
  • theoretical framework
  • risk neutral
  • data mining
  • machine learning
  • genetic algorithm