A Geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization

Mathematics of Operations Research

Volumn 36, Issue 1, 2011, Pages 24-54

  Bertsimas, Dimitris ^a   Goyal, Vineet ^b   Andy Sun, Xu ^c  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b Columbia University ^*  (United States)

^c MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Adaptive optimization; Finite adaptability; Multistage stochastic optimization; Robust optimization

Indexed keywords

ADAPTIVE OPTIMIZATION; APPROXIMATE SOLUTION; APPROXIMATION RESULTS; FINITE ADAPTABILITY; GENERAL CLASS; GEOMETRIC CHARACTERIZATION; GEOMETRIC PROPERTIES; MIXED INTEGER; MULTI-STAGE PROBLEM; PERFORMANCE GUARANTEES; ROBUST OPTIMIZATION; ROBUST SOLUTIONS; STOCHASTIC OPTIMIZATIONS; UNCERTAIN PARAMETERS;

GEOMETRY; OPTIMIZATION; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

INTEGER PROGRAMMING;

EID: 79953116405     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1110.0482     Document Type: Article

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