A primal-dual lifting scheme for two-stage robust optimization
Year of publication: |
2020
|
---|---|
Authors: | Georghiou, Angelos ; Tsoukalas, Angelos ; Wiesemann, Wolfram |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 68.2020, 2, p. 572-590
|
Subject: | programming: stochastic | Optimization | robust optimization | two-stage problems | decision rules | error bounds | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process |
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