Optimization simulation: the case of multi-stage stochastic decision models.
Suvrajeet SenZhihong ZhouPublished in: WSC (2011)
Keyphrases
- multistage
- stochastic programming
- stochastic optimization
- decision models
- single stage
- dynamic programming
- assembly systems
- decision model
- influence diagrams
- lot sizing
- optimization problems
- model construction
- decision theoretic
- monte carlo
- decision making
- linear program
- optimal policy
- machine learning
- expected utility
- max min
- artificial intelligence
- learning algorithm