A New Framework to Primal Bounding Multistage Stochastic Programs Under Endogenous and Exogenous Uncertainties
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DOI: 10.3303/cet1974106
Abstract: Optimization problems with both decision-dependent (endogenous) and decision-independent (exogenous) uncertainties are typical in the chemical process industry, especially in planning and scheduling. Stochastic programming is a framework for modelling optimization problems that involve uncertainty. Multistage… read more here.
Keywords: primal bounding; multistage stochastic; exogenous uncertainties; endogenous exogenous ... See more keywords