Bounds in Multistage Linear Stochastic Programming.
Francesca MaggioniElisabetta AlleviMarida BertocchiPublished in: J. Optim. Theory Appl. (2014)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- single stage
- capacity planning
- lot sizing
- asset liability management
- dynamic programming
- production system
- multistage stochastic
- upper bound
- linear program
- lower bound
- learning algorithm
- optimal control
- optimal policy
- graphical models
- state space
- capacity expansion
- search algorithm
- reinforcement learning
- artificial intelligence