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Measuring the Goodness of Orthogonal Array Discretizations for Stochastic Programming and Stochastic Dynamic Programming

✍ Scribed by Chen, Victoria C. P.


Book ID
118205226
Publisher
Society for Industrial and Applied Mathematics
Year
2002
Tongue
English
Weight
376 KB
Volume
12
Category
Article
ISSN
1052-6234

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πŸ“œ SIMILAR VOLUMES


Application of orthogonal arrays and MAR
✍ Victoria C.P Chen πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 374 KB

This paper describes the solution to inventory forecasting problems using a statistical perspective of the high-dimensional continuous-state stochastic dynamic programming (SDP) optimization model. In particular, the accuracy of the OA=MARS SDP solution method (Chen et al., 1999, Oper. Res., to appe