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Dynamic stochastic approximation for multi-stage stochastic optimization.

Guanghui LanZhiqiang Zhou
Published in: Math. Program. (2021)
Keyphrases
  • stochastic optimization
  • multistage
  • stochastic approximation
  • single stage
  • dynamic programming
  • lot sizing
  • monte carlo
  • optimal policy
  • policy iteration
  • data mining
  • markov decision processes