A Multi-objective Stochastic Programming Approach for Expressway System Planning with Risk Management.
Huapu LuXinxin YuChangzhi BianHaiwei WangYue LiPublished in: ICNC (4) (2009)
Keyphrases
- risk management
- stochastic programming
- multi objective
- capacity planning
- multistage
- chance constrained
- asset liability management
- decision support system
- linear program
- evolutionary algorithm
- multi objective optimization
- risk evaluation
- risk assessment
- operational risk
- robust optimization
- project management
- objective function
- multiple objectives
- financial institutions
- pareto optimal
- portfolio optimization
- nsga ii
- genetic algorithm
- commercial banks
- decision theoretic
- databases
- lot sizing
- capacity expansion
- software projects
- machine learning