A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
From MaRDI portal
(Redirected from Publication:5347915)
Cited in
(43)- Binary decision rules for multistage adaptive mixed-integer optimization
- A unified framework for stochastic optimization
- Multipolar robust optimization
- A survey of adjustable robust optimization
- A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
- Approximating the Pareto set of multiobjective linear programs via robust optimization
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- International portfolio management with affine policies
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules
- The decision rule approach to optimization under uncertainty: methodology and applications
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Adjustable robust optimization through multi-parametric programming
- Approximate cutting plane approaches for exact solutions to robust optimization problems
- Multistage robust mixed-integer optimization with adaptive partitions
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Multi-deme, twin adaptive strategyhp-HGS
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- A polynomial-time solution scheme for quadratic stochastic programs
- Robust fractional programming
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions
- Generalized decision rule approximations for stochastic programming via liftings
- Time-Varying Semidefinite Programs
- Adjustable robust optimization via Fourier-Motzkin elimination
- Distribution-dependent robust linear optimization with applications to inventory control
- Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios
- Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective
- Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems
- ROC++: Robust Optimization in C++
- Robust Dual Dynamic Programming
- A primal-dual lifting scheme for two-stage robust optimization
- Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems
- DSOS and SDSOS optimization: more tractable alternatives to sum of squares and semidefinite optimization
- Robust optimization of sums of piecewise linear functions with application to inventory problems
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- Value of intermediate imaging in adaptive robust radiotherapy planning to manage radioresistance
- Adjustability in robust linear optimization
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
- Adaptive optimization for prediction with missing data
- Sampling methods for multi-stage robust optimization problems
- On the power and limitations of affine policies in two-stage adaptive optimization
- Score-based discrete decision rules for contextual constrained stochastic programming
This page was built for publication: A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5347915)
