On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies

DOI10.1080/03155986.2021.2015825OpenAlexW3082135041MaRDI QIDQ5883596

Unnamed Author, Mucahit Cevik, Merve Bodur

Publication date: 21 March 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.00665

zbMATH Keywords

multistage stochastic programmingpolicy evaluationautoregressive processlot-sizing problemdeep learningtime-series forecasting

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• PyTorch
• SDDP
• GluonTS
• DeepAR

Cites Work

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