Stochastic programming, cooperation, and risk exchange.
Sjur Didrik FlåmPublished in: Optim. Methods Softw. (2002)
Keyphrases
- stochastic programming
- risk averse
- multistage
- linear program
- chance constrained
- information exchange
- capacity planning
- cooperative
- decision making under uncertainty
- knowledge exchange
- robust optimization
- risk management
- multistage stochastic
- multi agent
- asset liability management
- portfolio optimization
- dynamic programming
- power generation
- decision making
- linear programming
- expected utility
- search space
- machine learning