Keyphrases
- multistage
- robust optimization
- stochastic programming
- lot sizing
- stochastic optimization
- chance constrained
- mathematical programming
- single stage
- robust counterpart
- max min
- dynamic programming
- lower bound
- portfolio selection
- risk measures
- linear programming
- semidefinite programming
- optimal policy
- finite horizon
- chance constraints
- linear program
- support vector
- inventory management
- objective function
- decision making