Stochastic programming approaches to stochastic scheduling.

John R. Birge Michael A. H. Dempster

Published in: J. Glob. Optim. (1996)

Keyphrases

stochastic programming
multistage
linear program
chance constrained
asset liability management
capacity planning
decision making under uncertainty
risk averse
multistage stochastic
scheduling problem
resource allocation
robust optimization
linear programming
decision making
objective function
case based reasoning