Multi-stage stochastic programming for demand response optimization.
Munise Kübra SahinÖzlem ÇavusHande YamanPublished in: Comput. Oper. Res. (2020)
Keyphrases
- stochastic programming
- multistage
- capacity planning
- chance constrained
- capacity expansion
- production system
- stochastic optimization
- single stage
- asset liability management
- dynamic programming
- lot sizing
- bullwhip effect
- linear program
- lot size
- optimal policy
- inventory control
- machine learning
- finite horizon
- lower bound