Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs.

Anderson Rodrigo de Queiroz David P. Morton

Published in: Oper. Res. Lett. (2013)

Keyphrases

stage stochastic programs
information sharing
knowledge sharing
neural network
short term
learning algorithm
linear program
data mining
machine learning
long term
cost function
historical data
optimization approaches