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Computing policies and performance bounds for deterministic dynamic programs using mixed integer programming.

Randy CogillHaitham Hindi
Published in: ACC (2011)
Keyphrases
  • mixed integer programming
  • dantzig wolfe decomposition
  • mixed integer
  • column generation
  • upper bound
  • lot sizing
  • production planning
  • lower bound
  • probabilistic model
  • worst case
  • optimal policy
  • lower and upper bounds