Mixed-Integer Value Functions in Stochastic Programming.
Rüdiger SchultzPublished in: Combinatorial Optimization (2001)
Keyphrases
- stochastic programming
- mixed integer
- linear program
- multistage
- linear programming
- lot sizing
- chance constrained
- mixed integer programming
- optimal solution
- column generation
- cutting plane
- objective function
- dynamic programming
- primal dual
- robust optimization
- np hard
- feasible solution
- decision making
- integer program
- cost function
- multi objective
- semidefinite programming