Asymptotic Behavior of Optimal Solutions in Stochastic Programming.
Alexander ShapiroPublished in: Math. Oper. Res. (1993)
Keyphrases
- stochastic programming
- linear program
- optimal solution
- multistage
- chance constrained
- asset liability management
- capacity planning
- linear programming
- decision making under uncertainty
- np hard
- search space
- search algorithm
- robust optimization
- objective function
- risk averse
- multistage stochastic
- lower bound
- cooperative
- knapsack problem