Stochastic programming with simple integer recourse.
François V. LouveauxMaarten H. van der VlerkPublished in: Math. Program. (1993)
Keyphrases
- stochastic programming
- multistage
- linear program
- chance constrained
- capacity planning
- decision making under uncertainty
- risk averse
- robust optimization
- asset liability management
- multistage stochastic
- linear programming
- power generation
- optimization problems
- case based reasoning
- reinforcement learning
- bayesian networks
- decision making