The Parametric Cost Function Approximation: A new approach for multistage stochastic programming.
Warren B. PowellSaeed GhadimiPublished in: CoRR (2022)
Keyphrases
- stochastic programming
- function approximation
- multistage
- reinforcement learning
- average cost
- dynamic programming
- capacity planning
- learning tasks
- linear program
- radial basis function
- lot sizing
- optimal policy
- multistage stochastic
- total cost
- capacity expansion
- lower bound
- optimal solution
- decision making
- neural network
- transfer learning
- genetic algorithm
- data mining