A decision rule approach for two-stage data-driven distributionally robust optimization problems with random recourse

DOI10.1287/ijoc.2021.0306MaRDI QIDQ6580541

Grani A. Hanasusanto, Xiangyi Fan

Publication date: 29 July 2024

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

zbMATH Keywords

copositive programmingdecomposition algorithmrandom recoursedistributionally robust optimizationpiecewise decision rules

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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