Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization.
Dimitris BertsimasAngelos GeorghiouPublished in: Oper. Res. (2015)
Keyphrases
- multistage
- decision rules
- mixed integer
- lot sizing
- stochastic programming
- decision trees
- single stage
- dynamic programming
- rough sets
- global optimization problems
- linear program
- mixed integer programming
- objective function
- quadratic program
- linear programming
- optimal policy
- optimization problems
- convex hull
- feature space
- decision making