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A simple rounding scheme for multistage optimization.
Evripidis Bampis
Dimitris Christou
Bruno Escoffier
Alexander V. Kononov
Kim Thang Nguyen
Published in:
Theor. Comput. Sci. (2022)
Keyphrases
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multistage
stochastic programming
stochastic optimization
production system
dynamic programming
lot sizing
single stage
optimization problems
optimization algorithm
max min
production line
multistage stochastic
mixed integer
mathematical programming
approximation algorithms
optimization method
optimal policy