Scalable parallel computations forlarge-scale stochastic programming.

Hercules Vladimirou Stavros A. Zenios

Published in: Ann. Oper. Res. (1999)

Keyphrases

stochastic programming
multistage
linear program
chance constrained
decision making under uncertainty
parallel computation
risk averse
robust optimization
asset liability management
capacity planning
power generation
linear programming
np hard
cooperative
objective function
multistage stochastic
decision making