A decision rule approach for two-stage data-driven distributionally robust optimization problems with random recourse

Xiangyi Fan, Grani A. Hanasusanto

Year of publication:	2024
Authors:	Fan, Xiangyi ; Hanasusanto, Grani A.
Published in:	INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 36.2024, 2, p. 526-542
Subject:	copositive programming \| decomposition algorithm \| distributionally robust optimization \| piecewise decision rules \| random recourse \| Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory \| Robustes Verfahren \| Robust statistics \| Dekompositionsverfahren \| Decomposition method \| Multikriterielle Entscheidungsanalyse \| Multi-criteria analysis \| Entscheidung \| Decision

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1287/ijoc.2021.0306 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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