Login / Signup
Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming.
Jean-Sébastien Roy
Arnaud Lenoir
Published in:
Kybernetika (2008)
Keyphrases
</>
stochastic programming
multistage
chance constrained
linear program
dynamic programming
production system
asset liability management
multistage stochastic
single stage
capacity planning
optimal policy
lot sizing
integer program
approximation algorithms