Login / Signup
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions.
Georg Ch. Pflug
Andrzej Ruszczynski
Rüdiger Schultz
Published in:
Math. Oper. Res. (1998)
Keyphrases
</>
stochastic programming
multistage
linear program
chance constrained
capacity planning
asset liability management
risk averse
robust optimization
decision making under uncertainty
power generation
multistage stochastic
optimal solution
lot sizing
linear programming
case based reasoning
search space
search algorithm