A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure.
Haodong YuJie SunYanjun WangPublished in: Comput. Optim. Appl. (2021)
Keyphrases
- decomposition method
- stochastic optimization
- multistage
- tree structure
- stochastic programming
- robust optimization
- decomposition algorithm
- single stage
- tree structures
- decomposition methods
- lot sizing
- dynamic programming
- data structure
- tree representation
- r tree
- data sets
- prefix tree
- index structure
- relational databases
- search algorithm
- real world