Inference of statistical bounds for multistage stochastic programming problems.
Alexander ShapiroPublished in: Math. Methods Oper. Res. (2003)
Keyphrases
- multistage
- stochastic programming problems
- production system
- single stage
- statistical inference
- stochastic programming
- stochastic optimization
- lower bound
- lot sizing
- dynamic programming
- confidence bounds
- optimal policy
- bayesian networks
- upper bound
- finite horizon
- bayesian inference
- contingency tables
- worst case
- asymptotically optimal
- machine learning
- learning algorithm