Simple integer recourse models: convexity and convex approximations.

Willem K. Klein Haneveld Leen Stougie Maarten H. van der Vlerk

Published in: Math. Program. (2006)

Keyphrases

convex hull
probabilistic model
experimental data
least squares
statistical models
stage stochastic programs
genetic algorithm
reinforcement learning
statistical model
piecewise linear
floating point