Supermodularity and affine policies in dynamic robust optimization
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Publication:5166259
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Cited in
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- Robust Inventory Management: An Optimal Control Approach
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
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- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
- A robust approach to food aid supply chains
- Multipolar robust optimization
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- K-adaptability in two-stage robust binary programming
- Designing response supply chain against bioattacks
- Decision rule-based method in solving adjustable robust capacity expansion problem
- Oracle-based algorithms for binary two-stage robust optimization
- A dynamic programming approach for a class of robust optimization problems
- Piecewise static policies for two-stage adjustable robust linear optimization
- Robust capacity planning for project management
- A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- Robust optimization of sums of piecewise linear functions with application to inventory problems
- Efficiency optimality conditions for convex adjustable robust multiobjective optimizations and applications
- Adjustability in robust linear optimization
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- Adjustable target-oriented robust optimization for inventory management
- Two-stage robust mixed integer programming problem with objective uncertainty
- On the optimality of affine policies for budgeted uncertainty sets
- Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem
- Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance
- Saddle point approximation approaches for two-stage robust optimization problems
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- A stochastic-robust optimization model for inter-regional power system planning
- Optimization under uncertainty and risk: quadratic and copositive approaches
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Preservation of supermodularity in parametric optimization: necessary and sufficient conditions on constraint structures
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Optimality conditions and duality in nonsmooth adjustable robust optimization problems
- Optimality of affine policies in multistage robust optimization
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