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A Parallelized Variable Fixing Process for Solving Multistage Stochastic Programs with Progressive Hedging.

Martin B. BagaramSándor F. TóthWeikko S. JarossAndrés Weintraub
Published in: Adv. Oper. Res. (2020)
Keyphrases
  • multistage
  • dynamic programming
  • stochastic programming
  • lower bound
  • production line
  • single stage
  • production system
  • decision making
  • reinforcement learning
  • optimal solution
  • sufficient conditions