Benders, Nested Benders and Stochastic Programming: An Intuitive Introduction.
James K. MurphyPublished in: CoRR (2013)
Keyphrases
- stochastic programming
- decomposition method
- decomposition algorithm
- benders decomposition
- minimum cost
- multistage
- linear program
- mixed integer
- chance constrained
- capacity planning
- decision making under uncertainty
- robust optimization
- risk averse
- asset liability management
- network design problem
- multistage stochastic
- linear programming
- np hard
- power generation
- exact algorithms
- evolutionary algorithm