On the Multistage Shortest Path Problem Under Distributional Uncertainty
Author:
Funder
Russian Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s10957-023-02175-7.pdf
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2. Bayraksan, G., Love, D.K.: Data-driven stochastic programming using phi-divergences. In: The Operations Research Revolution, INFORMS, pp. 1–19 (2015)
3. Bertsimas, D., Dunning, I.: Multistage robust mixed-integer optimization with adaptive partitions. Oper. Res. 64(4), 980–998 (2016). https://doi.org/10.1287/opre.2016.1515
4. Bertsimas, D., Georghiou, A.: Design of near optimal decision rules in multistage adaptive mixed-integer optimization. Oper. Res. 63(3), 610–627 (2015). https://doi.org/10.1287/opre.2015.1365
5. Bertsimas, D., Sim, M., Zhang, M.: Adaptive distributionally robust optimization. Manag. Sci. 65(2), 604–618 (2018). https://doi.org/10.1287/mnsc.2017.2952
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