Information Collection for Linear Programs with Uncertain Objective Coefficients

DOI10.1137/12086279XzbMath1262.90119MaRDI QIDQ4915169

Warren B. Powell, Ilya O. Ryzhov

Publication date: 9 April 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

sequential learningoptimal learning

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic programming (90C15)

Related Items (7)

Solving Linear Programming with Constraints Unknown ⋮ Optimal Information Blending with Measurements in the L² Sphere ⋮ The robust knapsack problem with queries ⋮ Query-competitive sorting with uncertainty ⋮ Round-competitive algorithms for uncertainty problems with parallel queries ⋮ Query minimization under stochastic uncertainty ⋮ Query-Competitive Sorting with Uncertainty.

Uses Software

• CVX

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