The decision rule approach to optimization under uncertainty: methodology and applications

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Cited In (10)

A data-driven approach for optimal operational and financial commodity hedging
A framework for inherently interpretable optimization models
Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
Multistage robust discrete optimization via quantified integer programming
On complexity of multistage stochastic programs under heavy tailed distributions
Informed production optimization in hydrocarbon reservoirs
An adaptive robust optimization model for parallel machine scheduling
Frameworks and results in distributionally robust optimization
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A Lagrangian dual method for two-stage robust optimization with binary uncertainties

Uses Software

CPLEX
ROME

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