Login / Signup
A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization.
Dimitris Bertsimas
Dan Andrei Iancu
Pablo A. Parrilo
Published in:
IEEE Trans. Autom. Control. (2011)
Keyphrases
</>
multistage
stochastic programming
optimal policy
stochastic optimization
single stage
dynamic programming
production system
lot sizing
provably near optimal
state space
optimization model
max min
multistage stochastic
optimization problems
average cost
finite horizon