Mathematical Foundations of Distributionally Robust Multistage Optimization.

Alois Pichler Alexander Shapiro

Published in: SIAM J. Optim. (2021)

Keyphrases

multistage
stochastic programming
mathematical foundations
robust optimization
stochastic optimization
lot sizing
single stage
production system
dynamic programming
multistage stochastic
linear program
capacity expansion
learning algorithm
optimization algorithm
production line
lot streaming