On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies.
Juyoung WangMucahit CevikMerve BodurPublished in: INFOR Inf. Syst. Oper. Res. (2022)
Keyphrases
- stochastic programming
- multistage
- deep learning
- optimal policy
- single stage
- capacity planning
- unsupervised learning
- machine learning
- dynamic programming
- linear program
- multistage stochastic
- lot sizing
- mental models
- weakly supervised
- reinforcement learning
- markov decision processes
- decision making
- stock price
- capacity expansion
- short term
- finite horizon
- learning strategies
- decision makers
- simulated annealing
- state space
- support vector
- learning algorithm