Approximation Algorithm for the Stochastic Multiperiod Inventory Problem via a Look-Ahead Optimization Approach.
Van-Anh TruongPublished in: Math. Oper. Res. (2014)
Keyphrases
- optimization algorithm
- monte carlo sampling
- optimization model
- learning algorithm
- computational complexity
- k means
- optimization method
- monte carlo
- detection algorithm
- optimization process
- dynamic programming
- np hard
- preprocessing
- probabilistic model
- cost function
- constrained optimization
- stochastic gradient
- optimal solution
- linear programming
- error bounds
- knapsack problem
- approximation ratio