ROC++: Robust Optimization in C++ (Q5060773): Difference between revisions

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+Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems
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+Tractable stochastic analysis in high dimensions via robust optimization
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+Q3182207
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+Adjustable robust solutions of uncertain linear programs
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+Finite Adaptability in Multistage Linear Optimization
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+Multistage Robust Mixed-Integer Optimization with Adaptive Partitions
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+Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
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+Binary decision rules for multistage adaptive mixed-integer optimization
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+Theory and Applications of Robust Optimization
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+A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
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+Two-stage linear decision rules for multi-stage stochastic programming
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+The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
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+<tt>SDDP.jl</tt>: A Julia Package for Stochastic Dual Dynamic Programming
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+JuMP: A Modeling Language for Mathematical Optimization
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+Generalized decision rule approximations for stochastic programming via liftings
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+Robust Optimization Made Easy with ROME
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+The Robust Capacitated Vehicle Routing Problem Under Demand Uncertainty
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+<i>K</i>-Adaptability in Two-Stage Robust Binary Programming
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+Two-stage network constrained robust unit commitment problem
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+Primal and dual linear decision rules in stochastic and robust optimization
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+Automatic robust convex programming
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+Optimization under Decision-Dependent Uncertainty
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+Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
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+Optimization of R\&D project portfolios under endogenous uncertainty
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+A constraint sampling approach for multi-stage robust optimization
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+Optimal Search for the Best Alternative
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+Distributionally Robust Convex Optimization
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