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Filtering by: Keyword chance constrained problem Keyword interior point method

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Solving Static and Dynamic Stochastic Optimization Problem Via Sparse Grid and Interior Point Methods and Complexity Analysis

Description:

Stochastic programming models static or dynamic optimal decision making under uncertainty. In contrast to deterministic mathematical programming, stochastic programming generally uses expectation functionals in objective or constraints over known or partially known distributions of the problem data. Its features many decision variables under complicated constraints over discrete time periods. Its...

Keyword:

stochastic optimization, interior point method, sparse grid, and chance constrained problem

Subject:

Industrial Engineering and Management Sciences

Creator:

Sheng Yuan Chen

Owner:

Scholarly Digital Publishing

Date Uploaded:

09/13/2018

Date Modified:

09/13/2018

Date Created:

2008-07-28

Resource Type:

Dissertation