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On approximation in multistage stochastic programs: Markov dependence.
Vlasta Kanková
Martin Smíd
Published in:
Kybernetika (2004)
Keyphrases
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multistage
production system
dependence structure
dynamic programming
stochastic programming
single stage
markov chain
approximation algorithms
lot sizing
stochastic optimization
markov model
approximation methods
optimal policy
capacity expansion
lot streaming