Step decision rules for multistage stochastic programming: A heuristic approach
نویسندگان
چکیده
منابع مشابه
Step decision rules for multistage stochastic programming: A heuristic approach
Stochastic programming with step decision rules, SPSDR, is an attempt to overcome the curse of computational complexity of multistage stochastic programming problems. SPSDR combines several techniques. The first idea is to work with independent experts. Each expert is confronted with a sample of scenarios drawn at random from the original stochastic process. The second idea is to have each expe...
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ژورنال
عنوان ژورنال: Automatica
سال: 2008
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2008.02.001