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Revisiting Approximate Linear Programming: Constraint-Violation Learning with Applications to Inventory Control and Energy Storage.

Qihang LinSelvaprabu NadarajahNegar Soheili
Published in: Manag. Sci. (2020)
Keyphrases
  • linear programming
  • inventory control
  • reinforcement learning
  • optimal solution
  • non stationary
  • linear program
  • finite horizon