Optimality of Affine Policies in Multistage Robust Optimization
| Year of publication: |
2010
|
|---|---|
| Authors: | Bertsimas, Dimitris ; Iancu, Dan A. ; Parrilo, Pablo A. |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 35.2010, 2 (20.5.), p. 363-395
|