Keyphrases
- non stationary
- risk averse
- risk neutral
- planning horizon
- utility function
- decision makers
- risk aversion
- stochastic programming
- inventory models
- production planning
- customer demand
- autoregressive
- capacity expansion
- portfolio management
- robust optimization
- random fields
- lot sizing
- inventory level
- single period
- supply chain
- expected cost
- stock price
- lead time
- multistage
- expected utility
- random variables
- optimal policy
- reinforcement learning