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A Bayesian approach for multi-stage models with linear time-dependent hazard rate.
Hoa Pham
Huong T. T. Pham
Published in:
Monte Carlo Methods Appl. (2019)
Keyphrases
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multistage
hazard rate
single stage
dynamic programming
probabilistic model
stochastic optimization
production system
lot sizing
nonlinear models
stochastic programming
learning algorithm
reinforcement learning