Duality in two-stage adaptive linear optimization : faster computation and stronger bounds
Dimitris Bertsimas (Operations Research Center and Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts), Frans J. C. T. de Ruiter (Department of Econometrics and Operations Research, Tilburg University, Tilburg, Netherlands)
| Year of publication: |
2016
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|---|---|
| Authors: | Bertsimas, Dimitris ; Ruiter, Frans de |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 28.2016, 3, p. 500-511
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| Subject: | two-stage problems | robust optimization | duality | affine control policies | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2016.0689 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538998