On complexity of multistage stochastic programs under heavy tailed distributions.

Jie Jiang Shengjie Li

Published in: Oper. Res. Lett. (2021)

Keyphrases

multistage
heavy tailed distributions
stochastic programming
single stage
production system
dynamic programming
stochastic optimization
lot sizing
worst case
multistage stochastic
search space
optimal policy
decision problems
finite horizon
interconnection networks
lot streaming