On the power of robust solutions in two-stage stochastic and adaptive optimization problems
From MaRDI portal
Publication:3169094
DOI10.1287/MOOR.1090.0440zbMATH Open1218.90141OpenAlexW2154968485MaRDI QIDQ3169094FDOQ3169094
Authors: Vineet Goyal, Dimitris Bertsimas 
Publication date: 27 April 2011
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1090.0440
Recommendations
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
- A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
- \(K\)-adaptability in stochastic optimization
- On the approximability of adjustable robust convex optimization under uncertainty
Cited In (31)
- On the approximability of adjustable robust convex optimization under uncertainty
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- A survey of decision making and optimization under uncertainty
- Robust strategic bidding in auction-based markets
- \(K\)-adaptability in stochastic optimization
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- \(K\)-adaptability in two-stage robust binary programming
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- Conditions under which adjustability lowers the cost of a robust linear program
- Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow
- Multistage robust mixed-integer optimization with adaptive partitions
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Recent advances in robust optimization: an overview
- Stochastic and semidefinite optimization for scheduling in orthogonal frequency division multiple access networks
- A combined average-case and worst-case analysis for an integrated hub location and revenue management problem
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- Adjustability in robust linear optimization
- An iterative security game for computing robust and adaptive network flows
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard
- Two-stage robust mixed integer programming problem with objective uncertainty
- A two stage stochastic semidefinite relaxation for wireless OFDMA networks
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- A primal-dual lifting scheme for two-stage robust optimization
- Saddle point approximation approaches for two-stage robust optimization problems
- On the power and limitations of affine policies in two-stage adaptive optimization
- A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
- A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
- The decision rule approach to optimization under uncertainty: methodology and applications
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
This page was built for publication: On the power of robust solutions in two-stage stochastic and adaptive optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3169094)
