A Dynamic Programming Approach for a Class of Robust Optimization Problems

DOI10.1137/15M1007070zbMath1397.90368DBLPjournals/siamjo/AgraSNP16WikidataQ57736507 ScholiaQ57736507MaRDI QIDQ2817842

Marcio Costa Santos, Michael Poss, Dritan Nace, Agostinho Agra

Publication date: 2 September 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingrobust optimizationFPTASbudgeted uncertaintyrow-and-column generation

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39)

Related Items (14)

Dynamic lot sizing with stochastic demand timing ⋮ Robust inventory theory with perishable products ⋮ Comparison of different approaches to multistage lot sizing with uncertain demand ⋮ Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions ⋮ A single representative min-max-min robust selection problem with alternatives and budgeted uncertainty ⋮ A perfect information lower bound for robust lot-sizing problems ⋮ The resource constrained shortest path problem with uncertain data: a robust formulation and optimal solution approach ⋮ A survey of decision making and optimization under uncertainty ⋮ Robust formulations for economic lot-sizing problem with remanufacturing ⋮ Solution algorithms for minimizing the total tardiness with budgeted processing time uncertainty ⋮ Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem ⋮ Robust inventory problem with budgeted cumulative demand uncertainty ⋮ Approximation algorithms for cost-robust discrete minimization problems based on their LP-relaxations ⋮ Robust optimization for lot-sizing problems under yield uncertainty

Uses Software

• CPLEX

Cites Work

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