A dynamic programming approach to adjustable robust optimization (Q2275569): Difference between revisions

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Property / author: Alexander Shapiro / rank
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Property / full work available at URL: https://doi.org/10.1016/j.orl.2011.01.001 / rank
 
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Latest revision as of 08:47, 4 July 2024

scientific article
Language Label Description Also known as
English
A dynamic programming approach to adjustable robust optimization
scientific article

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    A dynamic programming approach to adjustable robust optimization (English)
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    9 August 2011
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    robust optimization
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    adjustable variables
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    policy
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    dynamic equations
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    coherent risk measures
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    inventory model
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