Optimality of Affine Policies in Multistage Robust Optimization (Q3169098): Difference between revisions
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| Property / DOI: 10.1287/moor.1100.0444 / rank | |||
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| Property / author: Dimitris J. Bertsimas / rank | |||
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| Property / OpenAlex ID: W3097982649 / rank | |||
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| Property / arXiv ID: 0904.3986 / rank | |||
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| Property / DOI: 10.1287/MOOR.1100.0444 / rank | |||
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Latest revision as of 19:58, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of Affine Policies in Multistage Robust Optimization |
scientific article |
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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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