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An effective heuristic for multistage linear programming with a stochastic right-hand side.
Cesar Beltran-Royo
Laureano F. Escudero
Juan F. Monge
R. E. Rodriguez-Ravines
Published in:
Comput. Oper. Res. (2014)
Keyphrases
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multistage
dynamic programming
linear programming
stochastic programming
stochastic optimization
linear program
single stage
production system
optimal solution
feasible solution
lot sizing
tabu search
lot streaming