Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming.
Natashia BolandIrina DumitrescuGary FroylandThomas KalinowskiPublished in: Math. Program. (2016)
Keyphrases
- stochastic programming
- multistage
- constraint sets
- cardinality constraints
- chance constrained
- single stage
- capacity planning
- dynamic programming
- multistage stochastic
- asset liability management
- lot sizing
- entity relationship
- linear program
- optimal policy
- learning algorithm
- minimum cost
- object oriented
- reinforcement learning