From Predictions to Prescriptions in Multistage Optimization Problems.
Dimitris BertsimasChristopher McCordPublished in: CoRR (2019)
Keyphrases
- multistage
- optimization problems
- evolutionary algorithm
- dynamic programming
- single stage
- objective function
- stochastic programming
- cost function
- production system
- metaheuristic
- lot sizing
- stochastic optimization
- combinatorial optimization
- machine learning
- particle swarm optimization
- simulated annealing
- finite horizon
- production line
- multi objective
- reinforcement learning