Stochastic programming for selective maintenance optimization with uncertainty in the next mission conditions.
Milad GhorbaniMustapha NourelfathMichel GendreauPublished in: Reliab. Eng. Syst. Saf. (2024)
Keyphrases
- stochastic programming
- robust optimization
- risk averse
- decision making under uncertainty
- multistage
- chance constrained
- linear program
- capacity planning
- mathematical programming
- asset liability management
- sufficient conditions
- multistage stochastic
- power generation
- portfolio selection
- semidefinite programming
- machine learning
- expected utility
- optimization problems
- state space
- special case
- control system
- evolutionary algorithm