A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization

From MaRDI portal
Revision as of 05:38, 4 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3169128

DOI10.1287/moor.1110.0482zbMath1218.90142OpenAlexW2146213717MaRDI QIDQ3169128

Vineet Goyal, X. Andy Sun, Dimitris J. Bertsimas

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/74621




Related Items (20)

Piecewise static policies for two-stage adjustable robust linear optimizationK-Adaptability in Two-Stage Robust Binary ProgrammingOn the approximability of adjustable robust convex optimization under uncertaintyAffine routing for robust network designA tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization\(K\)-adaptability in two-stage mixed-integer robust optimizationDesigning Response Supply Chain Against BioattacksOn the adaptivity gap in two-stage robust linear optimization under uncertain packing constraintsA Primal–Dual Lifting Scheme for Two-Stage Robust OptimizationConditions under which adjustability lowers the cost of a robust linear programRobust load planning of trains in intermodal transportationMultipolar robust optimizationA nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertaintiesRecent advances in robust optimization: an overviewThe decision rule approach to optimization under uncertainty: methodology and applicationsDecomposition for adjustable robust linear optimization subject to uncertainty polytopeA combined average-case and worst-case analysis for an integrated hub location and revenue management problemOn the performance of affine policies for two-stage adaptive optimization: a geometric perspectiveMultistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty SetOn the Optimality of Affine Policies for Budgeted Uncertainty Sets




This page was built for publication: A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization