Scenarios for Multistage Stochastic Programs.

Jitka Dupacová Giorgio Consigli Stein W. Wallace

Published in: Ann. Oper. Res. (2000)

Keyphrases

multistage
production system
single stage
stochastic programming
stochastic optimization
dynamic programming
lot sizing
capacity expansion
machine learning
reinforcement learning
search algorithm
cost function
optimal policy
utility function
average cost
multistage stochastic