Lagrangian dual decision rules for multistage stochastic mixed-integer programming

DOI10.1287/OPRE.2022.2366MaRDI QIDQ6579656zbMATH OpenFDO

Authors Maryam Daryalal, Merve Bodur, James Luedtke

Publication date 25 July 2024

Published in Operations Research (Search for Journal in Brave)

zbMATH Keywords

samplingoptimizationdecision rulesstochastic programmingLagrangian dualtwo-stage approximationmultistage stochastic mixed integer programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Mixed integer programming (90C11)

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Cited in

(1)

• Designing tractable piecewise affine policies for multi-stage adjustable robust optimization

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