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
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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 | 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 |
Persistent link: https://www.econbiz.de/10014532310