Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set
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Publication:2830957
DOI10.1287/ijoc.2016.0696zbMath1348.90507OpenAlexW2106117965MaRDI QIDQ2830957
Krzysztof Postek, Dick den Hertog
Publication date: 1 November 2016
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f58fd2f680edce3e0c6270fdee9e7d5d2230b143
Mixed integer programming (90C11) Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)
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Uses Software
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