Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties.
Robert M. ApapIgnacio E. GrossmannPublished in: Comput. Chem. Eng. (2017)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- linear program
- production system
- capacity planning
- autoregressive
- lot sizing
- single stage
- asset liability management
- multistage stochastic
- model selection
- dynamic programming
- decision making
- machine learning
- robust optimization
- cutting plane
- optimal policy
- optimal solution