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On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling.
Thuy Anh Ta
Tien Mai
Fabian Bastin
Pierre L'Ecuyer
Published in:
Math. Program. (2021)
Keyphrases
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stochastic optimization
multistage
single stage
stochastic programming
dynamic programming
production system
lot sizing
optimal policy
artificial intelligence
multistage stochastic
genetic algorithm
simulated annealing
kernel methods