Mastering Uncertainty: Towards Robust Multistage Optimization with Decision Dependent Uncertainty.

Michael Hartisch Ulf Lorenz

Published in: PRICAI (1) (2019)

Keyphrases

multistage
robust optimization
stochastic programming
robust counterpart
decision theory
stochastic optimization
production system
single stage
decision making
mathematical programming
expected utility
decision problems
utility function
optimization algorithm
decision makers
dynamic programming
control system