Linear programming with stochastic processes as parameters as applied to production planning.

Raj Jagannathan

Published in: Ann. Oper. Res. (1991)

Keyphrases

production planning
stochastic processes
linear programming
stochastic process
random fields
probability distribution
parameter estimation
lot sizing
multi period
knapsack problem
integer programming
learning algorithm
search algorithm
dynamic programming
expectation maximization
approximate inference