On stages and consistency checks in stochastic programming.
Horand I. GassmannAndrás PrékopaPublished in: Oper. Res. Lett. (2005)
Keyphrases
- stochastic programming
- consistency checks
- multistage
- chance constrained
- capacity planning
- linear program
- asset liability management
- multistage stochastic
- risk averse
- decision making under uncertainty
- dynamic programming
- power generation
- lot sizing
- search algorithm
- artificial intelligence
- missing data
- theoretical framework
- model selection
- special case
- support vector
- feature selection