Online Matching with Stochastic Rewards: Advanced Analyses Using Configuration Linear Programs.
Zhiyi HuangHanrui JiangAocheng ShenJunkai SongZhiang WuQiankun ZhangPublished in: WINE (2023)
Keyphrases
- linear program
- stochastic programming
- linear programming
- optimal solution
- stage stochastic programs
- semi infinite
- column generation
- multistage stochastic
- primal dual
- simplex method
- linear inequalities
- np hard
- integer program
- linear programming problems
- objective function
- dynamic programming
- mixed integer
- interior point methods
- reinforcement learning
- markov decision processes
- mixed integer linear program
- nelder mead
- quadratic program
- simplex algorithm
- multistage
- search algorithm