Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set

K.S. Postek and Dick Den Hertog
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K.S. Postek: Tilburg University, Center For Economic Research

No 2014-056, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: adjustable; decision rules; integer; multi-stage; robust optimization (search for similar items in EconPapers)
Date: 2014
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