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A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets.

Zuo ZengAlexander VinelBrianna ChristianYasuhiro ShojiSelen Cremaschi
Published in: Comput. Oper. Res. (2022)
Keyphrases
  • multistage
  • single stage
  • dynamic programming
  • production system
  • lot sizing
  • stochastic optimization
  • stochastic programming
  • production line
  • multistage stochastic
  • optimal policy