Decision rules for information discovery in multi-stage stochastic programming

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2011, Pages 7368-7373

  Vayanos, Phebe ^a   Kuhn, Daniel ^a   Rustem, Berç ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

binary decision rules; endogenous uncertainty

Indexed keywords

DECISION MAKING; INVESTMENTS; LINEAR PROGRAMMING; OFFSHORE OIL FIELDS; OFFSHORE OIL WELL PRODUCTION; PETROLEUM INDUSTRY; PRODUCTION CONTROL; STOCHASTIC PROGRAMMING; UNCERTAINTY ANALYSIS;

APPROXIMATION SCHEME; BINARY DECISION RULES; BINARY LINEAR PROGRAM; ENDOGENOUS UNCERTAINTY; INFORMATION DISCOVERY; MULTI-STAGE STOCHASTIC PROGRAMMING; OPTIMAL DECISION MAKING; UNCERTAIN PARAMETERS;

STOCHASTIC SYSTEMS;

EID: 84860672073     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2011.6161382     Document Type: Conference Paper

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