Epi-Convergent Discretizations of Multistage Stochastic Programs.

Published in: Math. Oper. Res. (2005)

Keyphrases

multistage
lot sizing
dynamic programming
distortion correction
stochastic programming
perturbation method
production system
single stage
stochastic optimization
multistage stochastic
lot streaming
objective function
search algorithm
np hard
optimal policy
production line