Robust Multistage Optimization with Decision-Dependent Uncertainty.
Michael HartischUlf LorenzPublished in: OR (2019)
Keyphrases
- multistage
- robust optimization
- stochastic programming
- stochastic optimization
- robust counterpart
- lot sizing
- production system
- decision theory
- single stage
- dynamic programming
- mathematical programming
- decision making
- decision makers
- multistage stochastic
- expected utility
- max min
- optimization problems
- machine learning
- lot streaming
- combinatorial optimization
- optimization method
- decision problems
- optimal policy
- reinforcement learning
- capacity expansion