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Value function gradient learning for large-scale multistage stochastic programming problems.
Jinkyu Lee
Sanghyeon Bae
Woo Chang Kim
Yongjae Lee
Published in:
Eur. J. Oper. Res. (2023)
Keyphrases
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multistage
learning algorithm
production system
online learning
dynamic programming
supervised learning
single stage
learning process
active learning
special case
cost function