Solution strategies for multistage stochastic programming with endogenous uncertainties

Computers and Chemical Engineering

Volumn 35, Issue 11, 2011, Pages 2235-2247

  Gupta, Vijay ^a   Grossmann, Ignacio E ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Decomposition techniques; Endogenous uncertainties; Multistage stochastic programming; Non anticipativity constraints; Planning under uncertainty; Process networks

Indexed keywords

DECOMPOSITION TECHNIQUE; ENDOGENOUS UNCERTAINTY; MULTISTAGE STOCHASTIC PROGRAMMING; NON-ANTICIPATIVITY CONSTRAINTS; PLANNING UNDER UNCERTAINTY; PROCESS NETWORKS;

INTEGER PROGRAMMING; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

STOCHASTIC MODELS;

EID: 80052630415     PISSN: 00981354     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.compchemeng.2010.11.013     Document Type: Article

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