On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems.
Wim van AckooijWelington de OliveiraYongjia SongPublished in: Comput. Optim. Appl. (2019)
Keyphrases
- multistage
- decomposition methods
- stochastic programming problems
- decomposition method
- single stage
- stochastic programming
- production system
- dynamic programming
- training support vector machines
- database theory
- lot sizing
- stochastic optimization
- constraint satisfaction problems
- support vector machine
- working set selection
- hypertree decomposition
- feature vectors
- capacity expansion
- support vector
- feasible solution
- optimal policy