Constant Depth Decision Rules for multistage optimization under uncertainty.
Vincent GuiguesAnatoli B. JuditskyArkadi NemirovskiPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- decision rules
- multistage
- stochastic programming
- stochastic optimization
- statistical decision theory
- rough sets
- production system
- robust optimization
- dynamic programming
- decision table
- decision trees
- rule sets
- single stage
- rough set theory
- rule induction
- lot sizing
- rough sets theory
- optimal policy
- multistage stochastic
- image processing
- search space
- lower bound
- optimal solution
- max min
- reinforcement learning
- disjunctive normal form