Keyphrases
- stochastic programming
- monte carlo simulation
- multistage
- monte carlo
- chance constrained
- linear program
- markov chain
- asset liability management
- decision making under uncertainty
- capacity planning
- risk averse
- power generation
- multistage stochastic
- additive model
- robust optimization
- utility function
- dynamic programming
- machine learning
- data mining
- optimization problems
- optimal solution
- decision making