SDDP for multistage stochastic programs: preprocessing via scenario reduction.

Jitka Dupacová Václav Kozmík

Published in: Comput. Manag. Sci. (2017)

Keyphrases

multistage
preprocessing
production system
single stage
dynamic programming
stochastic programming
feature extraction
lot sizing
stochastic optimization
production line
multistage stochastic
lot streaming
optimal policy
average cost