Bound-based decision rules in multistage stochastic programming.
Daniel KuhnPanos ParpasBerç RustemPublished in: Kybernetika (2008)
Keyphrases
- stochastic programming
- decision rules
- multistage
- chance constrained
- upper bound
- rough sets
- capacity planning
- single stage
- dynamic programming
- lot sizing
- multistage stochastic
- decision trees
- rough set theory
- asset liability management
- lower bound
- decision table
- linear program
- neural network
- artificial intelligence
- support vector