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"Optimality of affine policies in multi-stage robust optimization."
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo (2009)
- Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo:
Optimality of affine policies in multi-stage robust optimization. CDC 2009: 1131-1138
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