Modified L-shaped Decomposition Method with Scenario Aggregation for a Two-Stage Stochastic Programming Problem.
Ana UspurieneLeonidas SakalauskasGediminas GriciusPublished in: Inf. Technol. Control. (2018)
Keyphrases
- decomposition method
- stochastic programming
- multistage
- chance constrained
- linear program
- decomposition algorithm
- capacity planning
- tree decomposition
- decomposition methods
- risk averse
- asset liability management
- multistage stochastic
- robust optimization
- decision making under uncertainty
- linear programming
- power generation
- bayesian networks
- support vector machine
- dynamic programming
- special case
- search space
- support vector