Quantitative stability of multistage stochastic programs via calm modifications.

Jie Jiang Zhiping Chen

Published in: Oper. Res. Lett. (2018)

Keyphrases

multistage
production system
single stage
stochastic programming
dynamic programming
lot sizing
stochastic optimization
stability analysis
optimal policy
multistage stochastic
lot streaming
finite horizon
scheduling problem
linear programming
production line