Sequential stochastic core of a cooperative stochastic programming game.
Ningxiong XuArthur F. Veinott Jr.Published in: Oper. Res. Lett. (2013)
Keyphrases
- stochastic programming
- cooperative
- game theory
- multistage
- chance constrained
- asset liability management
- linear program
- cooperative game
- capacity planning
- coalitional games
- decision making under uncertainty
- robust optimization
- power generation
- risk averse
- game playing
- nash equilibrium
- multi agent
- multi agent systems
- linear programming
- multistage stochastic
- mathematical programming
- lot sizing
- dynamic programming
- case based reasoning