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Robust stochastic lot-sizing by means of histograms

Klabjan, Diego; Simchi-Levi, David; Song, Miao - In: Production and operations management : an international … 22 (2013) 3, pp. 691-710

Persistent link: https://www.econbiz.de/10009760418

Robust modified policy iteration

Kaufman, David L.; Schaefer, Andrew J. - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 396-410

Persistent link: https://www.econbiz.de/10009784076

Robust control of partially observable failing systems

Kim, Michael Jong - In: Operations research 64 (2016) 4, pp. 999-1014

Persistent link: https://www.econbiz.de/10011538583

Robust and stochastic multistage optimisation under Markovian uncertainty with applications to production/inventory problems

Minoux, Michel - In: International journal of production research 56 (2018) 1/2, pp. 565-583

Persistent link: https://www.econbiz.de/10011877073

Robust MDPs with k-rectangular uncertainty

Mannor, Shie; Mebel, Ofir; Xu, Huan - In: Mathematics of operations research 41 (2016) 4, pp. 1484-1509

Persistent link: https://www.econbiz.de/10011595106

Distributionally robust inventory control when demand is a martingale

Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414

Persistent link: https://www.econbiz.de/10013375068

Optimization problems in graphs with locational uncertainty

Bougeret, Marin; Omer, Jérémy; Poss, Michael - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 3, pp. 578-592

Persistent link: https://www.econbiz.de/10014327873

Towards solving long-horizon nonlinear dynamic programs: scalability and robustness

Na, Sen - 2021

Persistent link: https://www.econbiz.de/10013465405

An Extended McKean — Vlasov Dynamic Programming Approach to Robust Equilibrium Controls under Ambiguous Covariance Matrix

Lei, Qian; Pun, Chi Seng - 2020

This paper studies a general class of time-inconsistent stochastic control problems under ambiguous covariance matrix. The time-inconsistency is caused in various ways by a general objective functional and thus the associated control problem does not admit Bellman's principle of optimality....

Persistent link: https://www.econbiz.de/10014032214

Dynamic optimization with side information

Bertsimas, Dimitris; McCord, Christopher; Sturt, Bradley - In: European journal of operational research : EJOR 304 (2023) 2, pp. 634-651

Persistent link: https://www.econbiz.de/10013534549