Constant Depth Decision Rules for multistage optimization under uncertainty
Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski
| Year of publication: |
2021
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|---|---|
| Authors: | Guigues, Vincent ; Juditsky, Anatoli ; Nemirovskij, Arkadij S. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 295.2021, 1 (16.11.), p. 223-232
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| Subject: | Decision rules | Robust optimization | Stochastic Dual Dynamic Programming, | Stochastic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung | Decision | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.02.042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012595969