A Dynamic Programming Approach for a Class of Robust Optimization Problems
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Publication:2817842
DOI10.1137/15M1007070zbMath1397.90368WikidataQ57736507 ScholiaQ57736507MaRDI QIDQ2817842
Marcio Costa Santos, Michael Poss, Dritan Nace, Agostinho Agra
Publication date: 2 September 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Related Items (14)
Dynamic lot sizing with stochastic demand timing ⋮ Robust inventory theory with perishable products ⋮ Comparison of different approaches to multistage lot sizing with uncertain demand ⋮ Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions ⋮ A single representative min-max-min robust selection problem with alternatives and budgeted uncertainty ⋮ A perfect information lower bound for robust lot-sizing problems ⋮ The resource constrained shortest path problem with uncertain data: a robust formulation and optimal solution approach ⋮ A survey of decision making and optimization under uncertainty ⋮ Robust formulations for economic lot-sizing problem with remanufacturing ⋮ Solution algorithms for minimizing the total tardiness with budgeted processing time uncertainty ⋮ Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem ⋮ Robust inventory problem with budgeted cumulative demand uncertainty ⋮ Approximation algorithms for cost-robust discrete minimization problems based on their LP-relaxations ⋮ Robust optimization for lot-sizing problems under yield uncertainty
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Cites Work
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