Piecewise static policies for two-stage adjustable robust linear optimization
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Publication:1646580
DOI10.1007/s10107-017-1142-7zbMath1391.90628OpenAlexW2604484449MaRDI QIDQ1646580
Publication date: 25 June 2018
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1142-7
Minimax problems in mathematical programming (90C47) Dynamic programming (90C39) Optimality conditions for minimax problems (49K35)
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