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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    title
    Optimality of Affine Policies in Multistage Robust Optimization (English)
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    author
    Dan Andrei Iancu
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    Pablo A. Parrilo
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    Dimitris J. Bertsimas
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    publication date
    27 April 2011
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    Mathematics Subject Classification ID
    90C47
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    49J30
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    90C25
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    90C39
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    zbMATH DE Number
    5881694
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    zbMATH Keywords
    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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    OpenAlex ID
    W3097982649
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    arXiv ID
    0904.3986
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