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Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set

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Persistent link: https://www.econbiz.de/10011539037

The decision rule approach to optimization under uncertainty : methodology and applications

Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram - In: Computational Management Science : CMS 16 (2019) 4, pp. 545-576

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Special issue: Optimal decision making under uncertainty : [... presented within the stream on Optimal Decision Making under Uncertainty at the 6th International Conference on Comp...

Hochreiter, Ronald (contributor) - 2012

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Optimal decision rules for HTA under uncertainty : a wider, dynamic perspective

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Decision making under uncertainty : a semiinfinite programming approach

Weber, R. - 1982

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Constant Depth Decision Rules for multistage optimization under uncertainty

Guigues, Vincent; Juditsky, Anatoli; Nemirovskij, Arkadij S. - In: European journal of operational research : EJOR 295 (2021) 1, pp. 223-232

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A General Solution for Linear Decision Rules : An Optimal Dynamic Strategy Applicable Under Uncertainty

Hay, George Alan - 2023

Linear decision rules for controlling complex systems are often obtained by matrix inversion, but transform methods … offer an alternative approach that yields insights into the structure of the decision problem of maximizing expected payoffs …

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Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems

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Economic decisions under uncertainty

Sinn, Hans-Werner - 1983

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Decision making under uncertainty : models and choices

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