A class of efficiently solvable multistage optimization problems under uncertainty and applications

DOI10.1093/IMAMAN/DPV013zbMATH Open1433.90093OpenAlexW2322997779MaRDI QIDQ5382710

Michel Minoux

Publication date: 18 June 2019

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpv013

zbMATH Keywords

robust optimizationrobust dynamic programmingrobust multistage optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Graph algorithms (graph-theoretic aspects) (05C85) Robustness in mathematical programming (90C17)

Related Items (2)

\(\chi\)-optimal solution of single objective nonlinear optimization problem with uncertain parameters ⋮ Robust multistage optimization with decision-dependent uncertainty

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