FORMULATION
SCENARIOS: ?????
- Probability, p(?)
- Groups, St1, ..., StSt at t
MULTISTAGE STOCHASTIC NLP FORM:
max ?? p(?????U(W( ? , T) )
s.t. (for all ?): ?k x(k,1, ?) = W(o) (initial)
?k r(k,t-1, ?) x(k,t-1, ?) - ?k x(k,t, ?) = 0 , all t ɭ
?k r(k,T-1, ?) x(k,T-1, ?) - W( ? , T) = 0, (final);
x(k,t, ?’) - x(k,t, ?) = 0 if ?’, ????Sti for all t, i, ?’, ?
????????This says decision cannot depend on future.