Distribution sensitivity in stochastic programming.
Werner RömischRüdiger SchultzPublished in: Math. Program. (1991)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- linear program
- capacity planning
- decision making under uncertainty
- asset liability management
- multistage stochastic
- robust optimization
- probability distribution
- linear programming
- power generation
- dynamic programming
- state space
- search space
- reinforcement learning
- artificial intelligence
- genetic algorithm