Supermodularity and affine policies in dynamic robust optimization

DOI10.1287/OPRE.2013.1172zbMATH Open1291.90303OpenAlexW2066103608MaRDI QIDQ5166259FDOQ5166259

Dan Andrei Iancu, Maxim 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

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zbMATH Keywords

latticesproduction planninginventory managementsupermodularityconcave envelopesLovász extensiondynamic robust optimization

Mathematics Subject Classification ID

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

Cited In (31)

• Robust Capacity Planning for Project Management
• Robust Inventory Management: An Optimal Control Approach
• Vehicle routing with probabilistic capacity constraints
• Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
• A survey of adjustable robust optimization
• Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
• On the Optimality of Affine Policies for Budgeted Uncertainty Sets
• Multipolar robust optimization
• Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
• Decision rule-based method in solving adjustable robust capacity expansion problem
• Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems
• 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
• 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?
• Adjustability in robust linear optimization
• Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
• K-Adaptability in Two-Stage Robust Binary Programming
• Two-stage robust mixed integer programming problem with objective uncertainty
• 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
• Adjustable Robust Optimization via Fourier–Motzkin Elimination
• 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 stochastic-robust optimization model for inter-regional power system planning
• Optimization under uncertainty and risk: quadratic and copositive approaches
• A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
• Designing Response Supply Chain Against Bioattacks
• Robust combinatorial optimization under convex and discrete cost uncertainty
• Decomposition for adjustable robust linear optimization subject to uncertainty polytope

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