Scenario optimization
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Publication:811363
DOI10.1007/BF02204809zbMath0734.90061OpenAlexW2911561799WikidataQ29999571 ScholiaQ29999571MaRDI QIDQ811363
Publication date: 1991
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02204809
portfolio optimizationcomplex stochastic constraintsmultiple competing objectivesoptimal management of a hydro-thermal generating system
Applications of mathematical programming (90C90) Stochastic programming (90C15) Stochastic systems in control theory (general) (93E03) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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