Optimality of Affine Policies in Multistage Robust Optimization (Q3169098)

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Optimality of Affine Policies in Multistage Robust Optimization
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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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