A decision rule approach for two-stage data-driven distributionally robust optimization problems with random recourse
Year of publication: |
2024
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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
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Subject: | copositive programming | decomposition algorithm | distributionally robust optimization | piecewise decision rules | random recourse | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Entscheidung unter Unsicherheit | Decision under uncertainty | Dekompositionsverfahren | Decomposition method |
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