On the power and limitations of affine policies in two-stage adaptive optimization
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Publication:715068
DOI10.1007/s10107-011-0444-4zbMath1267.90083OpenAlexW2107968842MaRDI QIDQ715068
Vineet Goyal, Dimitris J. Bertsimas
Publication date: 15 October 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-011-0444-4
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Cites Work
- Primal and dual linear decision rules in stochastic and robust optimization
- Selected topics in robust convex optimization
- Adjustable robust solutions of uncertain linear programs
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
- Optimality of Affine Policies in Multistage Robust Optimization
- Two-Stage Robust Network Design with Exponential Scenarios
- The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
- Design of Affine Controllers via Convex Optimization
- Min-max control of constrained uncertain discrete-time linear systems
- Constrained Stochastic LQC: A Tractable Approach
- A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
- Robust Combinatorial Optimization with Exponential Scenarios
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