Bound-based approximations in multistage stochasticprogramming: Nonanticipativity aggregation.

N. C. P. Edirisinghe

Published in: Ann. Oper. Res. (1999)

Keyphrases

multistage
upper bound
single stage
lower bound
lot sizing
production system
stochastic programming
dynamic programming
linear functions
worst case
stochastic optimization
optimal policy
lot streaming
asymptotically optimal
single item
approximation methods
finite horizon
reinforcement learning