A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
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Publication:2191764
DOI10.1007/s10107-019-01385-0zbMath1445.90071arXiv1801.06751OpenAlexW2963006206WikidataQ114852453 ScholiaQ114852453MaRDI QIDQ2191764
Vineet Goyal, Omar El Housni, Aharon Ben-Tal
Publication date: 26 June 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.06751
Minimax problems in mathematical programming (90C47) Dynamic programming (90C39) Optimality conditions for minimax problems (49K35) Robustness in mathematical programming (90C17)
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