Optimal Scenario-Tree Selection for Multistage Stochastic Programming.
Bruno G. GaluzziEnza MessinaAntonio CandelieriFrancesco ArchettiPublished in: LOD (1) (2020)
Keyphrases
- stochastic programming
- multistage
- dynamic programming
- chance constrained
- capacity planning
- single stage
- production system
- optimal solution
- multistage stochastic
- risk averse
- lot sizing
- asset liability management
- average cost
- linear program
- optimal policy
- robust optimization
- lot size
- markov decision processes
- evolutionary algorithm
- search algorithm
- lot streaming
- reinforcement learning