Solving some Multistage Robust Decision Problems with Huge Implicitly Defined Scenario Trees.
Michel MinouxPublished in: Algorithmic Oper. Res. (2009)
Keyphrases
- multistage
- decision problems
- optimal policy
- influence diagrams
- sequential decision making
- single stage
- production system
- dynamic programming
- stochastic programming
- utility function
- decision model
- decision processes
- bayesian decision problems
- combinatorial optimization
- state space
- stochastic optimization
- optimal strategy
- long run
- lot sizing
- markov decision processes
- computational complexity
- infinite horizon
- multiple criteria
- search space
- bandit problems
- multistage stochastic
- learning algorithm
- decision analysis
- decision makers
- minimax regret
- lot streaming
- reinforcement learning