"Optimality of Affine Policies in Multistage Robust Optimization."

Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo (2010)

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DOI: 10.1287/MOOR.1100.0444

access: closed

type: Journal Article

metadata version: 2017-06-08

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Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo:
Optimality of Affine Policies in Multistage Robust Optimization. Math. Oper. Res. 35(2): 363-394 (2010)

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