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Improving constants of strong convexity in linear stochastic programming.
Matthias Claus
Kai Spürkel
Published in:
Oper. Res. Lett. (2022)
Keyphrases
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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