Maximum Probability Problem in Stochastic Programming.

Jianqiang Cheng Abdel Lisser

Published in: CTW (2012)

Keyphrases

stochastic programming
multistage
chance constrained
linear program
capacity planning
asset liability management
robust optimization
risk averse
decision making under uncertainty
multistage stochastic
probability distribution
lot sizing
power generation
decision making
simulated annealing