Scenario Optimization for Multi-Stage Stochastic Programming Problems.
Ronald HochreiterPublished in: Algorithms for Optimization with Incomplete Information (2005)
Keyphrases
- multistage
- stochastic programming
- stochastic optimization
- stochastic programming problems
- single stage
- dynamic programming
- production system
- convex relaxation
- lot sizing
- attack detection
- finite horizon
- optimization model
- optimization algorithm
- evolution strategy
- optimization process
- optimization problems
- decision making
- optimization method
- optimal policy
- search space
- assembly systems
- expert systems