Stochastic Approximation for Multi-period Simulation Optimization with Streaming Input Data.
Linyun HeUday V. ShanbhagEunhye SongPublished in: ACM Trans. Model. Comput. Simul. (2024)
Keyphrases
- stochastic approximation
- multi period
- production planning
- monte carlo
- planning horizon
- facility location problem
- routing problem
- optimization problems
- data envelopment analysis
- reinforcement learning
- lot sizing
- policy iteration
- total cost
- global optimization
- multi item
- lot size
- fixed point
- mathematical model
- sufficient conditions
- linear programming
- least squares
- probability distribution