Improving constants of strong convexity in linear stochastic programming.

Matthias Claus Kai Spürkel

Published in: Oper. Res. Lett. (2022)

Keyphrases

stochastic programming
multistage
chance constrained
linear program
risk averse
robust optimization
capacity planning
asset liability management
decision making under uncertainty
multistage stochastic
genetic algorithm
linear programming
lot sizing