Duality and sensitivity analysis of multistage linear stochastic programs.

Vincent Guigues Alexander Shapiro Yi Cheng

Published in: Eur. J. Oper. Res. (2023)

Keyphrases

sensitivity analysis
multistage
managerial insights
single stage
production system
stochastic programming
dynamic programming
lot sizing
variational inequalities
influence diagrams
stochastic optimization
multistage stochastic
linear programming
decision variables
decision making
optimal policy