A Multistage Semianticipativity Model for UC via Distributionally Robust Optimization Combined With Principal Component Analysis.
Linfeng YangWei LiCuo ZhangHui LiuPublished in: IEEE Trans. Ind. Informatics (2024)
Keyphrases
- robust optimization
- stochastic programming
- multistage
- chance constrained
- mathematical programming
- lot sizing
- principal component analysis
- theoretical framework
- genetic algorithm
- objective function
- case based reasoning
- linear program
- stochastic optimization
- portfolio selection
- portfolio optimization
- robust counterpart