Optimality functions in stochastic programming.
Johannes O. RoysetPublished in: Math. Program. (2012)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- linear program
- capacity planning
- decision making under uncertainty
- asset liability management
- robust optimization
- risk averse
- optimal solution
- multistage stochastic
- power generation
- machine learning
- input space
- objective function
- artificial intelligence
- genetic algorithm