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Financial planning via multi-stage stochastic optimization.

John M. MulveyBala Shetty
Published in: Comput. Oper. Res. (2004)
Keyphrases
  • stochastic optimization
  • multistage
  • production system
  • single stage
  • dynamic programming
  • lot sizing
  • stochastic programming
  • machine learning
  • attack detection
  • cost function
  • optimal policy