Optimality of Affine Policies in Multistage Robust Optimization (Q3169098): Difference between revisions
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| Property / author: Dimitris J. Bertsimas / rank | |||
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Revision as of 14:32, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of Affine Policies in Multistage Robust Optimization |
scientific article |
Statements
Optimality of Affine Policies in Multistage Robust Optimization (English)
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27 April 2011
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robust optimization
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multistage minimax
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optimal policies
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convex costs
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dynamic
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programming
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inventory management
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