Tractable Policies in Dynamic Robust Optimization
In many sequential decision problems, uncertainty is revealed over time and we need to make decisions in the face of uncertainty. This is a fundamental problem arising in many applications such as facility location, resource allocation and capacity planning under demand uncertainty. Robust optimizat...
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| Language: | English |
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2020
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| Online Access: | https://doi.org/10.7916/d8-1z4d-r784 |