The decision rule approach to optimization under uncertainty : methodology and applications
Year of publication: |
2019
|
---|---|
Authors: | Georghiou, Angelos ; Kuhn, Daniel ; Wiesemann, Wolfram |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 16.2019, 4, p. 545-576
|
Subject: | Robust optimization | Stochastic programming | Decision rules | Optimization under uncertainty | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Risiko | Risk | Robustes Verfahren | Robust statistics | Entscheidung | Decision |
-
Constant Depth Decision Rules for multistage optimization under uncertainty
Guigues, Vincent, (2021)
-
"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Delage, Erick, (2019)
-
Optimization of transfer baggage handling in a major transit airport
Barth, Torben C., (2021)
- More ...
-
Generalized Decision Rule Approximations for Stochastic Programming via Liftings
Georghiou, Angelos, (2010)
-
A primal-dual lifting scheme for two-stage robust optimization
Georghiou, Angelos, (2020)
-
Robust dual dynamic programming
Georghiou, Angelos, (2019)
- More ...