Stochastic Machine Scheduling: Performance Guarantees for LP-based Priority Policies.
Rolf H. MöhringAndreas S. SchulzMarc UetzPublished in: RANDOM-APPROX (1999)
Keyphrases
- asset liability management
- control policies
- stochastic programming
- linear programming
- stochastic inventory control
- stage stochastic programs
- linear program
- monte carlo
- objective function
- optimal policy
- scheduling policies
- echelon stock
- base stock policies
- stochastic optimization
- theoretical guarantees
- markov decision problems
- stochastic processes
- preemptive scheduling
- hidden markov models
- special case
- optimal solution
- reinforcement learning