Supermodularity and Affine Policies in Dynamic Robust Optimization

DOI10.1287/opre.2013.1172zbMath1291.90303OpenAlexW2066103608MaRDI QIDQ5166259

Dan Andrei Iancu, M. I. Sviridenko, M. Sharma

Publication date: 26 June 2014

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: http://pubsonline.informs.org/doi/abs/10.1287/opre.2013.1172

zbMATH Keywords

supermodularityproduction planninglatticesinventory managementLovász extensionconcave envelopesdynamic robust optimization

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Transportation, logistics and supply chain management (90B06) Production theory, theory of the firm (91B38) Dynamic programming (90C39)

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