Multistage Stochastic Programs via Stochastic Parametric Optimization.
Vlasta KankováPublished in: OR (2007)
Keyphrases
- multistage stochastic
- parametric optimization
- stochastic programming
- linear program
- multistage
- portfolio selection
- integer program
- capacity expansion
- fuzzy neural network
- information granulation
- linear programming
- cutting plane
- robust optimization
- optimal solution
- neural network
- learning algorithm
- capacity planning
- column generation
- monte carlo
- dynamic programming
- genetic algorithm