Revisiting Approximate Linear Programming: Constraint-Violation Learning with Applications to Inventory Control and Energy Storage
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DOI: 10.1287/mnsc.2019.3289
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- Bo Wei & William B. Haskell & Sixiang Zhao, 2020. "The CoMirror algorithm with random constraint sampling for convex semi-infinite programming," Annals of Operations Research, Springer, vol. 295(2), pages 809-841, December.
- Nadarajah, Selvaprabu & Secomandi, Nicola, 2023. "A review of the operations literature on real options in energy," European Journal of Operational Research, Elsevier, vol. 309(2), pages 469-487.
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Keywords
approximate linear programming; approximate dynamic programming; stochastic gradient descent; inventory control; energy storage;All these keywords.
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