A stochastic programming process model for investment planning.

G. Anandalingam

Published in: Comput. Oper. Res. (1987)

Keyphrases

petri net
process model
stochastic programming
capacity planning
multistage
chance constrained
linear program
process mining
robust optimization
asset liability management
risk averse
software process
event logs
decision making
linear programming
decision theoretic
real option
dynamic programming
lower bound