Generating Scenario Trees for Multistage Decision Problems.
Kjetil HøylandStein W. WallacePublished in: Manag. Sci. (2001)
Keyphrases
- multistage
- decision problems
- optimal policy
- influence diagrams
- dynamic programming
- decision model
- single stage
- stochastic optimization
- production system
- markov decision processes
- optimal strategy
- utility function
- stochastic programming
- multiple criteria
- reinforcement learning
- lot sizing
- infinite horizon
- data mining
- state space
- finite horizon
- computational complexity
- decision processes
- minimax regret
- lot streaming
- bayesian decision problems
- multicriteria decision
- sequential decision making
- tree automata
- capacity expansion
- long run
- bandit problems
- np hard
- expected utility theory
- bayesian networks
- machine learning