Reduced gradient decomposition in multistage linear programming.
Andrzej P. WierzbickiPublished in: Autom. (1977)
Keyphrases
- multistage
- linear programming
- dynamic programming
- linear program
- stochastic programming
- single stage
- production system
- stochastic optimization
- mathematical programming
- lot sizing
- primal dual
- semidefinite programming
- objective function
- average cost
- network flow
- quadratic programming
- feasible solution
- optimal policy
- np hard
- reinforcement learning
- column generation
- integer programming
- lagrangian dual
- lot streaming