On statistical sensitivity analysis in stochastic programming.
Jitka DupacováPublished in: Ann. Oper. Res. (1991)
Keyphrases
- sensitivity analysis
- stochastic programming
- multistage
- linear program
- managerial insights
- chance constrained
- influence diagrams
- decision making under uncertainty
- asset liability management
- risk averse
- variational inequalities
- power generation
- linear programming
- multistage stochastic
- robust optimization
- dynamic programming
- decision variables
- decision makers