A dynamic programming approach for a class of robust optimization problems
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Cites work
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Cited in
(21)- Robust inventory theory with perishable products
- A single representative min-max-min robust selection problem with alternatives and budgeted uncertainty
- Adaptive robust optimization for lot-sizing under yield uncertainty
- A perfect information lower bound for robust lot-sizing problems
- A survey of decision making and optimization under uncertainty
- The resource constrained shortest path problem with uncertain data: a robust formulation and optimal solution approach
- Robust formulations for economic lot-sizing problem with remanufacturing
- Supermodularity and affine policies in dynamic robust optimization
- Computing the worst-case due dates violations with budget uncertainty
- Robust optimization for lot-sizing problems under yield uncertainty
- A dynamic programming approach to adjustable robust optimization
- Solution algorithms for minimizing the total tardiness with budgeted processing time uncertainty
- Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions
- Comparison of different approaches to multistage lot sizing with uncertain demand
- Combinatorial robust optimization with decision-dependent information discovery and polyhedral uncertainty
- Dynamic lot sizing with stochastic demand timing
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
- Robust Dual Dynamic Programming
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Robust inventory problem with budgeted cumulative demand uncertainty
- Approximation algorithms for cost-robust discrete minimization problems based on their LP-relaxations
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