Multistage stochastic programs via autoregressive sequences and individual probability constraints.
Vlasta KankováPublished in: Kybernetika (2008)
Keyphrases
- autoregressive
- multistage stochastic
- integer program
- moving average
- portfolio selection
- non stationary
- gaussian markov random field
- multistage
- linear program
- capacity expansion
- sar images
- hidden markov models
- cutting plane
- stochastic programming
- image processing
- random fields
- column generation
- probability distribution
- constraint programming
- constraint satisfaction
- production planning
- linear programming
- edge detection
- objective function
- multiscale