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Designing Tractable Piecewise Affine Policies for Multi-Stage Adjustable Robust Optimization - MaRDI portal

Designing Tractable Piecewise Affine Policies for Multi-Stage Adjustable Robust Optimization

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Publication:6507882

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DOI10.1007/s10107-023-02053-0zbMatharXiv:2207.00403MaRDI QIDQ6507882

Simon Thomä, Maximilian Schiffer, Grit Walther

Publication date: 1 January 1

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Approximation methods and heuristics in mathematical programming (90C59) Optimality conditions for minimax problems (49K35)

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