Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Year of publication: |
2016
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Authors: | Postek, Kryzsztof ; Hertog, Dirk den |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 28.2016, 3, p. 553-574
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Subject: | adjustable | decision rules | integer | multistage | robust optimization | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung | Decision |
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