Computational and Applied Aspects of Multiperiod Stochastic Programming

研究关注的是大规模的算法和实践方面， 规模多期随机规划，由问题的动机， 生产、制造、调度、财务和能源政策。 非线性函数的逼近和界将被彻底 研究了 目的是提供有关解决方案的见解， 多期随机规划问题的分析。

Research is concerned with algorithmic and practical aspects of large- scale multi-period stochastic programs, motivated by problems in production, manufacturing, scheduling, finance and energy policies. Approximation and bounds on the nonlinear functions will be thoroughly investigated. The aim is to provide insights regarding solution and analysis of multi-period stochastic programming problems.