Multistage robust mixed-integer optimization under endogenous uncertainty
Year of publication: |
2021
|
---|---|
Authors: | Feng, Wei ; Feng, Yiping ; Zhang, Qi |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 294.2021, 2 (16.10.), p. 460-475
|
Subject: | Decision rules | Endogenous uncertainty | Mixed-integer recourse | Multistage robust optimization | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Robustes Verfahren | Robust statistics | Rationale Erwartung | Rational expectations |
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