Lecture Notes

stochastic_lp_art.pdf

Description:

This resource talks about linear and nonlinear optimization models, Brief History of Optimization under Uncertainty, Gemstone Tool Company, GTC Planning under Uncertainty, Two-Stage Linear Optimization in Matrix Form, Extensions of the Two-Stage Model, A Powerplant Investment Problem

Resource Type:
Lecture Notes
pdf
618 kB
stochastic_lp_art.pdf