A New Framework to Primal Bounding Multistage Stochastic Programs Under Endogenous and Exogenous Uncertainties
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....
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIDIC Servizi S.r.l.
2019-05-01
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| Series: | Chemical Engineering Transactions |
| Online Access: | https://www.cetjournal.it/index.php/cet/article/view/9871 |