Pages that link to "Item:Q3450464"

The following pages link to Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization (Q3450464):

Displaying 43 items.

• Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming (Q291043) (← links)
• Robust optimization of schedules affected by uncertain events (Q504821) (← links)
• Robust combinatorial optimization under convex and discrete cost uncertainty (Q668950) (← links)
• Two-stage robust mixed integer programming problem with objective uncertainty (Q723485) (← links)
• On the performance of affine policies for two-stage adaptive optimization: a geometric perspective (Q747776) (← links)
• Lot sizing with storage losses under demand uncertainty (Q1631634) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
• A perfect information lower bound for robust lot-sizing problems (Q1730584) (← links)
• A survey of adjustable robust optimization (Q1740490) (← links)
• Decomposition for adjustable robust linear optimization subject to uncertainty polytope (Q1789596) (← links)
• A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches (Q1789611) (← links)
• The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
• Oracle-based algorithms for binary two-stage robust optimization (Q2023665) (← links)
• Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization (Q2029922) (← links)
• A Lagrangian dual method for two-stage robust optimization with binary uncertainties (Q2101650) (← links)
• Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
• Adjustable robust optimization through multi-parametric programming (Q2182773) (← links)
• A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization (Q2191764) (← links)
• \(K\)-adaptability in two-stage mixed-integer robust optimization (Q2195680) (← links)
• Robust post-disaster route restoration (Q2215565) (← links)
• Multistage robust mixed-integer optimization under endogenous uncertainty (Q2239983) (← links)
• Differentiability conditions for stochastic hybrid systems with application to the optimal design of microgrids (Q2363577) (← links)
• Robust optimal control with adjustable uncertainty sets (Q2374497) (← links)
• Multistage robust discrete optimization via quantified integer programming (Q2669532) (← links)
• On the multistage shortest path problem under distributional uncertainty (Q2697006) (← links)
• Multistage Adaptive Robust Optimization for the Unit Commitment Problem (Q2806056) (← links)
• Multistage Robust Mixed-Integer Optimization with Adaptive Partitions (Q2830769) (← links)
• Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set (Q2830957) (← links)
• <i>K</i>-Adaptability in Two-Stage Robust Binary Programming (Q3465590) (← links)
• Robust Inventory Management: An Optimal Control Approach (Q4969335) (← links)
• Adjustable Robust Optimization via Fourier–Motzkin Elimination (Q4971396) (← links)
• Robust Multiperiod Vehicle Routing Under Customer Order Uncertainty (Q4994141) (← links)
• Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization (Q4995078) (← links)
• On the Optimality of Affine Policies for Budgeted Uncertainty Sets (Q5000650) (← links)
• ROC++: Robust Optimization in C++ (Q5060773) (← links)
• Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems (Q5085995) (← links)
• Robust Dual Dynamic Programming (Q5126635) (← links)
• A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization (Q5131477) (← links)
• On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies (Q5883596) (← links)
• Min-Max-Min Optimization with Smooth and Strongly Convex Objectives (Q6053591) (← links)
• A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty (Q6103748) (← links)
• A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem (Q6164623) (← links)