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Value function gradient learning for large-scale multistage stochastic programming problems.

Jinkyu LeeSanghyeon BaeWoo Chang KimYongjae Lee
Published in: Eur. J. Oper. Res. (2023)
Keyphrases
  • multistage
  • learning algorithm
  • production system
  • online learning
  • dynamic programming
  • supervised learning
  • single stage
  • learning process
  • active learning
  • special case
  • cost function