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Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management.
Laureano F. Escudero
María Araceli Garín
Juan F. Monge
Aitziber Unzueta
Published in:
Eur. J. Oper. Res. (2020)
Keyphrases
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multistage
stochastic optimization
risk management
single stage
robust optimization
dynamic programming
lot sizing
stochastic programming
production system
learning algorithm
state space
decision support system
machine learning
information systems