Application of orthogonal arrays and MAR
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Victoria C.P Chen
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Article
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1999
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Elsevier Science
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English
β 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