Saddle point approximation approaches for two-stage robust optimization problems (Q2022185)
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English | Saddle point approximation approaches for two-stage robust optimization problems |
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Saddle point approximation approaches for two-stage robust optimization problems (English)
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28 April 2021
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two-stage robust optimization
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randomized approach
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piecewise linear decision rule
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saddle point problem
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mirror descent algorithm
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