An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion.
Shabbir AhmedNikolaos V. SahinidisPublished in: Oper. Res. (2003)
Keyphrases
- capacity expansion
- multistage stochastic
- integer program
- capacity planning
- stochastic programming
- production planning
- control policies
- mixed integer programming
- multistage
- mathematical programming
- column generation
- planning horizon
- portfolio selection
- linear program
- special case
- genetic algorithm
- approximation algorithms
- lot sizing
- cutting plane
- supply chain