Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning.
Felipe NazareAlexandre StreetPublished in: CoRR (2021)
Keyphrases
- decision rules
- multistage stochastic
- linear program
- linear programming
- integer program
- column generation
- quadratic programming
- integer programming
- stochastic programming
- rough sets
- cutting plane
- decision table
- decision trees
- portfolio selection
- feasible solution
- multistage
- objective function
- np hard
- optimal solution
- network flow
- capacity planning
- mathematical programming
- primal dual
- capacity expansion
- mixed integer
- dynamic programming
- semidefinite programming
- special case
- artificial intelligence
- decision making
- neural network