Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty.
John DarlingtonConstantinos C. PantelidesBerç RustemB. A. TanyiPublished in: Eur. J. Oper. Res. (2000)
Keyphrases
- open loop
- decision making under uncertainty
- closed loop
- optimal solution
- decision makers
- influence diagrams
- decision making
- stochastic programming
- sensitivity analysis
- control system
- feedback control
- linear program
- possibility theory
- lagrange multipliers
- inverted pendulum
- np hard
- decision analysis
- objective function
- real option
- search space
- decision theory
- decision problems
- lower bound
- dynamic programming
- utility function
- multistage