Preprocessing in Stochastic Programming: The Case of Capacitated Networks.
Stein W. WallaceRoger J.-B. WetsPublished in: INFORMS J. Comput. (1995)
Keyphrases
- stochastic programming
- preprocessing
- multistage
- chance constrained
- linear program
- capacity planning
- lot sizing
- network design
- np hard
- robust optimization
- asset liability management
- artificial intelligence
- multi item
- vehicle routing problem
- feature extraction
- routing problem
- metaheuristic
- sufficient conditions
- power generation
- special case
- decision making under uncertainty
- decision making