Generalized decision rule approximations for stochastic programming via liftings
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Cites work
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Cited in
(40)- ROC++: Robust Optimization in C++
- A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem
- The decision rule approach to optimization under uncertainty: methodology and applications
- Dynamic optimization with side information
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Optimal chance-constrained pension fund management through dynamic stochastic control
- Decision rule-based method in solving adjustable robust capacity expansion problem
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
- Robust Inventory Management: An Optimal Control Approach
- Generating decision rules for flexible capacity expansion problem through gene expression programming
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
- A primal-dual lifting scheme for two-stage robust optimization
- Decision rule approximations for the risk averse reservoir management problem
- Multipolar robust optimization
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Robust Dual Dynamic Programming
- A survey of adjustable robust optimization
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- A constraint sampling approach for multi-stage robust optimization
- \(K\)-adaptability in two-stage robust binary programming
- Robust quadratic programming with mixed-integer uncertainty
- A polynomial-time solution scheme for quadratic stochastic programs
- Robust optimal control with adjustable uncertainty sets
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- Affine routing for robust network design
- Optimization under decision-dependent uncertainty
- Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation
- A stochastic program with time series and affine decision rules for the reservoir management problem
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- Constant depth decision rules for multistage optimization under uncertainty
- Multistage robust mixed-integer optimization under endogenous uncertainty
- Multistage adaptive robust optimization for the unit commitment problem
- Robust optimization of schedules affected by uncertain events
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- Binary decision rules for multistage adaptive mixed-integer optimization
- Decision rule bounds for two-stage stochastic bilevel programs
- Two-stage linear decision rules for multi-stage stochastic programming
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