Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization

DOI10.1016/j.ejor.2020.08.054zbMath1487.90504arXiv1812.04522OpenAlexW3084373705MaRDI QIDQ2029922

Zukui Li, Said Rahal, Dimitri J. Papageorgiou

Publication date: 4 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.04522

zbMATH Keywords

stochastic programmingdecision rulehybrid decision rulelifting strategy

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Finite uniform approximation of two-person games defined on a product of staircase-function infinite spaces

Uses Software

• ROME

Cites Work

• Unnamed Item
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