Solving multistage stochastic linear programming via regularized linear decision rules: An application to hydrothermal dispatch planning.
Felipe NazareAlexandre StreetPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- decision rules
- multistage stochastic
- linear program
- linear programming
- integer program
- column generation
- quadratic programming
- rough sets
- stochastic programming
- decision trees
- portfolio selection
- optimal solution
- integer programming
- primal dual
- multistage
- planning problems
- capacity expansion
- capacity planning
- decision table
- dynamic programming
- network flow
- mathematical programming
- semidefinite programming
- np hard
- mixed integer
- feasible solution
- computational complexity
- cutting plane
- real world
- pattern recognition
- objective function
- lead time
- data mining