Step decision rules for multistage stochastic programming: A heuristic approach.
Julien ThéniéJean-Philippe VialPublished in: Autom. (2008)
Keyphrases
- stochastic programming
- decision rules
- multistage
- dynamic programming
- chance constrained
- rough sets
- capacity planning
- single stage
- decision trees
- asset liability management
- decision table
- lot sizing
- linear program
- multistage stochastic
- rough set theory
- optimal solution
- search algorithm
- decision making
- fuzzy logic
- special case
- mixed integer programming
- pattern recognition
- machine learning