The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty.
Kai HuangShabbir AhmedPublished in: Oper. Res. (2009)
Keyphrases
- stochastic programming
- multistage
- planning under uncertainty
- capacity planning
- capacity expansion
- markov decision processes
- decision theoretic
- ai planning
- dynamic programming
- optimal policy
- single stage
- dynamical systems
- multistage stochastic
- multi agent
- lot sizing
- linear program
- partially observable markov decision processes
- robust optimization
- optimal solution