A constraint sampling approach for multi-stage robust optimization.
Phebe VayanosDaniel KuhnBerç RustemPublished in: Autom. (2012)
Keyphrases
- multistage
- robust optimization
- lot sizing
- stochastic programming
- chance constraints
- chance constrained
- stochastic optimization
- single stage
- production system
- dynamic programming
- mathematical programming
- max min
- multi item
- risk measures
- optimal policy
- linear programming
- setup cost
- artificial intelligence
- semidefinite programming
- finite horizon
- genetic algorithm