Shape Optimization Under Uncertainty---A Stochastic Programming Perspective.
Sergio ContiHarald HeldMartin PachMartin RumpfRüdiger SchultzPublished in: SIAM J. Optim. (2009)
Keyphrases
- stochastic programming
- robust optimization
- risk averse
- decision making under uncertainty
- chance constrained
- multistage
- linear program
- capacity planning
- asset liability management
- mathematical programming
- decision theory
- power generation
- portfolio selection
- lot sizing
- optimization problems
- genetic algorithm
- semidefinite programming
- belief functions
- linear programming
- evolutionary algorithm
- lower bound
- artificial intelligence