Finite Adaptability in Multistage Linear Optimization
In multistage problems, decisions are implemented sequentially, and thus may depend on past realizations of the uncertainty. Examples of such problems abound in applications of stochastic control and operations research; yet, where robust optimization has made great progress in providing a tractable...
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| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers / IEEE Control Systems Society,
2011-08-12T20:21:59Z.
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| Online Access: | Get fulltext |