Design of near optimal decision rules in multistage adaptive mixed-integer optimization
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Publication:3450464
DOI10.1287/OPRE.2015.1365zbMATH Open1327.90126OpenAlexW2071433523MaRDI QIDQ3450464FDOQ3450464
Authors: Angelos Georghiou, Dimitris Bertsimas 
Publication date: 6 November 2015
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/120562
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Cites Work
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- Binary decision rules for multistage adaptive mixed-integer optimization
Cited In (46)
- Robust Inventory Management: An Optimal Control Approach
- A perfect information lower bound for robust lot-sizing problems
- A survey of adjustable robust optimization
- Adjustable robust optimization via Fourier-Motzkin elimination
- Adjustable robust optimization through multi-parametric programming
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Lot sizing with storage losses under demand uncertainty
- \(K\)-adaptability in two-stage robust binary programming
- Constant depth decision rules for multistage optimization under uncertainty
- Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Oracle-based algorithms for binary two-stage robust optimization
- On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
- Min-Max-Min Optimization with Smooth and Strongly Convex Objectives
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Multistage robust mixed-integer optimization with adaptive partitions
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Differentiability conditions for stochastic hybrid systems with application to the optimal design of microgrids
- A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem
- Robust optimal control with adjustable uncertainty sets
- Multistage robust discrete optimization via quantified integer programming
- Robust multiperiod vehicle routing under customer order uncertainty
- Multistage adaptive robust optimization for the unit commitment problem
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
- ROC++: Robust Optimization in C++
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- Robust post-disaster route restoration
- Two-stage robust mixed integer programming problem with objective uncertainty
- Two-stage linear decision rules for multi-stage stochastic programming
- On the optimality of affine policies for budgeted uncertainty sets
- Multistage robust mixed-integer optimization under endogenous uncertainty
- A primal-dual lifting scheme for two-stage robust optimization
- A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty
- Robust optimization of schedules affected by uncertain events
- Robust Dual Dynamic Programming
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- Binary decision rules for multistage adaptive mixed-integer optimization
- On the multistage shortest path problem under distributional uncertainty
- The decision rule approach to optimization under uncertainty: methodology and applications
- Robust combinatorial optimization under convex and discrete cost uncertainty
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
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