SPAR: stochastic programming with adversarial recourse.

Matthew D. Bailey Steven M. Shechter Andrew J. Schaefer

Published in: Oper. Res. Lett. (2006)

Keyphrases

stochastic programming
multistage
linear program
chance constrained
capacity planning
asset liability management
decision making under uncertainty
robust optimization
risk averse
multi agent
power generation
power system
genetic algorithm
artificial intelligence
optimal solution
computational complexity