Two-stage linear decision rules for multi-stage stochastic programming.
Merve BodurJames R. LuedtkePublished in: Math. Program. (2022)
Keyphrases
- multistage
- stochastic programming
- decision rules
- chance constrained
- rough sets
- dynamic programming
- capacity planning
- single stage
- production system
- rough set theory
- asset liability management
- decision trees
- lot sizing
- optimal policy
- decision table
- robust optimization
- finite horizon
- optimization problems
- control system
- pattern recognition
- feature extraction