On the safe side of stochastic programming: bounds and approximations.
Benjamin S. NarumFrancesca MaggioniStein W. WallacePublished in: Int. Trans. Oper. Res. (2023)
Keyphrases
- bayesian networks
- stochastic programming
- multistage
- chance constrained
- linear program
- capacity planning
- lower bound
- upper bound
- asset liability management
- decision making under uncertainty
- approximation methods
- risk averse
- robust optimization
- power generation
- multistage stochastic
- worst case
- search algorithm
- genetic algorithm
- case based reasoning
- artificial intelligence