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Solving some multistage robust decision problems with huge implicitly defined scenario trees - MaRDI portal

Solving some multistage robust decision problems with huge implicitly defined scenario trees (Q2867357)

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scientific article; zbMATH DE number 6237481
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English
Solving some multistage robust decision problems with huge implicitly defined scenario trees
scientific article; zbMATH DE number 6237481

    Statements

    11 December 2013
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    robust optimization
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    robust dynamic programming
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    uncertainty models
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    multistage decision models
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    inventory management
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    Solving some multistage robust decision problems with huge implicitly defined scenario trees (English)
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