Nonlinear stochastic programming-With a case study in continuous switching.

Alois Pichler Asgeir Tomasgard

Published in: Eur. J. Oper. Res. (2016)

Keyphrases

stochastic programming
multistage
linear program
chance constrained
capacity planning
asset liability management
risk averse
decision making under uncertainty
multistage stochastic
dynamic programming
robust optimization
power generation