4.5 Article

Supermodularity and Affine Policies in Dynamic Robust Optimization

Related references

Note: Only part of the references are listed.
Article Management

Robust counterparts of inequalities containing sums of maxima of linear functions

Bram L. Gorissen et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2013)

Article Computer Science, Software Engineering

Explicit convex and concave envelopes through polyhedral subdivisions

Mohit Tawarmalani et al.

MATHEMATICAL PROGRAMMING (2013)

Article Management

Information Transmission and the Bullwhip Effect: An Empirical Investigation

Robert L. Bray et al.

MANAGEMENT SCIENCE (2012)

Article Automation & Control Systems

A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

Dimitris Bertsimas et al.

IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2011)

Article Mathematics, Applied

Theory and Applications of Robust Optimization

Dimitris Bertsimas et al.

SIAM REVIEW (2011)

Article Automation & Control Systems

Design of Affine Controllers via Convex Optimization

Joelle Skaf et al.

IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2010)

Article Operations Research & Management Science

Optimality of Affine Policies in Multistage Robust Optimization

Dimitris Bertsimas et al.

MATHEMATICS OF OPERATIONS RESEARCH (2010)

Article Management

Robust Approximation to Multiperiod Inventory Management

Chuen-Teck See et al.

OPERATIONS RESEARCH (2010)

Article Management

On the Optimal Policy Structure in Serial Inventory Systems with Lost Sales

Woonghee Tim Huh et al.

OPERATIONS RESEARCH (2010)

Article Management

Distributionally Robust Optimization and Its Tractable Approximations

Joel Goh et al.

OPERATIONS RESEARCH (2010)

Article Management

On the structure of lost-sales inventory models

Paul Zipkin

OPERATIONS RESEARCH (2008)

Article Management

A linear decision-based approximation approach to stochastic programming

Xin Chen et al.

OPERATIONS RESEARCH (2008)

Article Operations Research & Management Science

Existence and sum decomposition of vertex polyhedral convex envelopes

Fabio Tardella

OPTIMIZATION LETTERS (2008)

Article Computer Science, Software Engineering

Extending scope of robust optimization: Comprehensive robust counterparts of uncertain problems

A Ben-Tal et al.

MATHEMATICAL PROGRAMMING (2006)

Article Statistics & Probability

Dynamic monetary risk measures for bounded discrete-time processes

P Cheridito et al.

ELECTRONIC JOURNAL OF PROBABILITY (2006)

Article Computer Science, Software Engineering

Adjustable robust solutions of uncertain linear programs

A Ben-Tal et al.

MATHEMATICAL PROGRAMMING (2004)

Article Management

The price of robustness

D Bertsimas et al.

OPERATIONS RESEARCH (2004)

Article Economics

Recursive multiple-priors

LG Epstein et al.

JOURNAL OF ECONOMIC THEORY (2003)

Article Computer Science, Software Engineering

Robust discrete optimization and network flows

D Bertsimas et al.

MATHEMATICAL PROGRAMMING (2003)

Article Automation & Control Systems

Min-max control of constrained uncertain discrete-time linear systems

A Bemporad et al.

IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2003)

Article Mathematics, Applied

Robust solutions of uncertain quadratic and conic-quadratic problems

A Ben-Tal et al.

SIAM JOURNAL ON OPTIMIZATION (2002)

Article Computer Science, Software Engineering

Robust optimization - methodology and applications

A Ben-Tal et al.

MATHEMATICAL PROGRAMMING (2002)

Article Economics

Robust control and model uncertainty

LP Hansen et al.

AMERICAN ECONOMIC REVIEW (2001)