Generalized decision rule approximations for stochastic programming via liftings
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Publication:494331
DOI10.1007/S10107-014-0789-6zbMATH Open1327.90152OpenAlexW2000508521WikidataQ95652354 ScholiaQ95652354MaRDI QIDQ494331FDOQ494331
Daniel Kuhn, Wolfram Wiesemann, Angelos Georghiou
Publication date: 31 August 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/103397
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Cited In (40)
- Robust Inventory Management: An Optimal Control Approach
- A survey of adjustable robust optimization
- Multipolar robust optimization
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Decision rule-based method in solving adjustable robust capacity expansion problem
- Constant depth decision rules for multistage optimization under uncertainty
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming
- A stochastic program with time series and affine decision rules for the reservoir management problem
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
- A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization
- A constraint sampling approach for multi-stage robust optimization
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem
- Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs
- Robust optimal control with adjustable uncertainty sets
- Decision rule approximations for the risk averse reservoir management problem
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- Generating decision rules for flexible capacity expansion problem through gene expression programming
- Multistage adaptive robust optimization for the unit commitment problem
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- On complexity of multistage stochastic programs under heavy tailed distributions
- ROC++: Robust Optimization in C++
- Dynamic optimization with side information
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- K-Adaptability in Two-Stage Robust Binary Programming
- Two-stage linear decision rules for multi-stage stochastic programming
- Multistage robust mixed-integer optimization under endogenous uncertainty
- Optimization under Decision-Dependent Uncertainty
- Affine routing for robust network design
- Robust Quadratic Programming with Mixed-Integer Uncertainty
- Optimal chance-constrained pension fund management through dynamic stochastic control
- Robust optimization of schedules affected by uncertain events
- Robust Dual Dynamic Programming
- A polynomial-time solution scheme for quadratic stochastic programs
- Binary decision rules for multistage adaptive mixed-integer optimization
- The decision rule approach to optimization under uncertainty: methodology and applications
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization
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