Multistage adaptive robust optimization for the hydrothermal scheduling problem.
Marcel FavereauÁlvaro LorcaMatías Negrete-PinceticPublished in: Comput. Oper. Res. (2023)
Keyphrases
- multistage
- robust optimization
- stochastic programming
- scheduling problem
- lot sizing
- stochastic optimization
- chance constrained
- single stage
- dynamic programming
- inventory management
- portfolio selection
- tabu search
- mathematical programming
- max min
- risk measures
- artificial intelligence
- optimal policy
- flowshop
- multi item
- np hard
- chance constraints
- learning algorithm
- robust counterpart
- semidefinite programming
- production planning
- decision theory