Adjustability in robust linear optimization
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Cites work
- K-adaptability in two-stage robust binary programming
- A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
- A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
- A Linear Decision-Based Approximation Approach to Stochastic Programming
- A new reformulation-linearization technique for bilinear programming problems
- A Priori Optimization
- A Robust Optimization Approach to Inventory Theory
- A survey of adjustable robust optimization
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- Adjustable robust optimization models for a nonlinear two-period system
- Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems
- Adjustable robust optimization via Fourier-Motzkin elimination
- Adjustable robust solutions of uncertain linear programs
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Conditions under which adjustability lowers the cost of a robust linear program
- Convex Analysis
- Data-driven robust optimization
- Designing response supply chain against bioattacks
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
- Distributionally Robust Convex Optimization
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Dynamic games in cyber-physical security: an overview
- Dynamic programming and optimal control. Vol. 2
- Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management
- LP-based approximations for disjoint bilinear and two-stage adjustable robust optimization
- Modeling s-t path availability to support disaster vulnerability assessment of network infrastructure
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- On the approximability of adjustable robust convex optimization under uncertainty
- On the optimality of affine policies for budgeted uncertainty sets
- On the power and limitations of affine policies in two-stage adaptive optimization
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- Optimality of affine policies in multistage robust optimization
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- The Price of Robustness
- Uncertain linear programs: extended affinely adjustable robust counterparts
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- Zur Theorie der Gesellschaftsspiele.
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