Performance Bounds and Suboptimal Policies for Multi-Period Investment.
Stephen P. BoydMark T. MüllerBrendan O'DonoghueYang WangPublished in: Found. Trends Optim. (2014)
Keyphrases
- multi period
- production planning
- facility location problem
- planning horizon
- upper bound
- optimal policy
- routing problem
- lower bound
- data envelopment analysis
- multi item
- decision making
- long run
- total cost
- lot sizing
- expected cost
- integer programming
- supply chain
- computational complexity
- lower and upper bounds
- worst case
- multi class