Financial scenario generation for stochastic multi-stage decision processes as facility location problems.
Ronald HochreiterGeorg Ch. PflugPublished in: Ann. Oper. Res. (2007)
Keyphrases
- multistage
- decision processes
- facility location problem
- stochastic programming
- stochastic optimization
- decision making
- facility location
- assembly systems
- lot sizing
- decision problems
- markov decision processes
- decision process
- approximation algorithms
- reasoning process
- dynamic programming
- optimal policy
- single stage
- decision support system
- decision makers
- case based reasoning
- learning algorithm