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Robust Dual Dynamic Programming

Published:2019-05 Issue:3 Volume:67 Page:813-830
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Georghiou Angelos¹^ORCID,Tsoukalas Angelos²^ORCID,Wiesemann Wolfram³^ORCID

Affiliation:

1. Desautels Faculty of Management, McGill University, Montreal, Quebec H3A 1G5, Canada;

2. Olayan School of Business, American University of Beirut, Beirut 1107–2020, Lebanon;

3. Imperial College Business School, Imperial College London, London SW7 2AZ, United Kingdom

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Reference40 articles.

1. Decomposition for adjustable robust linear optimization subject to uncertainty polytope

2. Adjustable robust solutions of uncertain linear programs

3. Multistage Robust Mixed-Integer Optimization with Adaptive Partitions

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