ROC++: Robust Optimization in C++
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Publication:5060773
DOI10.1287/ijoc.2022.1209OpenAlexW3035221648MaRDI QIDQ5060773
George Elissaios, Phebe Vayanos, Qing Jin
Publication date: 11 January 2023
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.08741
robust optimizationC++endogenous uncertaintysequential decision makingPythondecision-dependent uncertaintydecision-dependent information discoveryexogenous uncertainty
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