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Filtering by: Keyword chance constrained problem Keyword stochastic optimization

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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

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