A rollout algorithm framework for heuristic solutions to finite-horizon stochastic dynamic programs
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Publication:1698902
DOI10.1016/j.ejor.2016.09.040zbMath1380.90276OpenAlexW2528374652MaRDI QIDQ1698902
Justin C. Goodson, Jeffrey W. Ohlmann, Barrett W. Thomas
Publication date: 16 February 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.09.040
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming (90C39)
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