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A Stochastic Programming Model with Decision Dependent Uncertainty Realizations for Technology Portfolio Management.

Senay SolakJohn-Paul ClarkeEllis L. JohnsonEarl R. Barnes
Published in: OR (2007)
Keyphrases
  • stochastic programming
  • robust optimization
  • decision making under uncertainty
  • objective function
  • special case
  • theoretical framework
  • multistage
  • linear program
  • chance constrained