Optimisation of stochastic programming by hidden Markov modelling based scenario generation.
Sovan MitraTong JiPublished in: Int. J. Math. Oper. Res. (2010)
Keyphrases
- stochastic programming
- multistage
- linear program
- chance constrained
- robust optimization
- asset liability management
- risk averse
- decision making under uncertainty
- capacity planning
- power generation
- multistage stochastic
- linear programming
- probability distribution
- control system
- evolutionary algorithm
- cooperative
- decision making
- machine learning