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On the power and limitations of affine policies in two-stage adaptive optimization
6 references·16 citing·30 second hop
On the power and limitations of affine policies in two-stage adaptive optimization (2011)On the power and limitations of affine po…Optimality of Affine Policies in Multistage Robust Optimization (2010)Optimality of Affine Policies…Primal and dual linear decision rules in stochastic and robust optimization (2009)Primal and dual linear decisi…Selected topics in robust convex optimization (2007)Selected topics in robust con…Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems (2006)Extending Scope of Robust Opt…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization (2019)A tractable approach for desi…The decision rule approach to optimization under uncertainty: methodology and applications (2018)The decision rule approach to…Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (2018)Risk-Averse Two-Stage Stochas…Prescriptive analytics for human resource planning in the professional services industry (2018)Prescriptive analytics for hu…Adjustable Robust Optimization via Fourier–Motzkin Elimination (2018)Adjustable Robust Optimizatio…Dynamic Portfolio Choice with Linear Rebalancing Rules (2017)Dynamic Portfolio Choice with…On the relation between flexibility analysis and robust optimization for linear systems (2016)On the relation between flexi…Multistage Robust Mixed-Integer Optimization with Adaptive Partitions (2016)Multistage Robust Mixed-Integ…Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds (2016)Duality in Two-Stage Adaptive…Decomposition for adjustable robust linear optimization subject to uncertainty polytope (2016)Decomposition for adjustable …Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization (2015)Design of Near Optimal Decisi…Generalized decision rule approximations for stochastic programming via liftings (2014)Generalized decision rule app…Supermodularity and Affine Policies in Dynamic Robust Optimization (2013)Supermodularity and Affine Po…Affine recourse for the robust network design problem: Between static and dynamic routing (2012)Affine recourse for the robus…A scenario approach for estimating the suboptimality of linear decision rules in two-stage robust optimization (2011)A scenario approach for estim…On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems (2010)On the Power of Robust Soluti…Robust Optimization (2009)Stochastic Programming (2010)Introduction to Stochastic Programming (2011)Binary decision rules for multistage adaptive mixed-integer optimization (2017)Optimization under Decision-Dependent Uncertainty (2018)Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)The Price of Robustness (2004)K-Adaptability in Two-Stage Robust Binary Programming (2015)Stochastic Programming (1995)Robust solutions of uncertain linear programs (1999)Distributionally Robust Optimization and Its Tractable Approximations (2010)A practical guide to robust optimization (2015)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Theory and Applications of Robust Optimization (2010)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)Coherent Measures of Risk (1999)A Review of Robust Operations Management under Model Uncertainty (2020)Distributionally robust optimization with decision dependent ambiguity sets (2020)Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty (2020)Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts (2009)A Soft Robust Model for Optimization Under Ambiguity (2010)Strong Duality in Robust Convex Programming: Complete Characterizations (2010)Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set (2016)Stochastic programming approach to optimization under uncertainty (2007)A perishable product supply chain network design problem with reliability and disruption considerations (2018)A survey of adjustable robust optimization (2018)Pareto Efficiency in Robust Optimization (2013)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)
this work references cited by second hop

References

  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 2004Adjustable robust solutions of uncertain linear programs833 cited
  • 2007Selected topics in robust convex optimization363 cited
  • 2009Primal and dual linear decision rules in stochastic and robust optimization259 cited
  • 2010Optimality of Affine Policies in Multistage Robust Optimization227 cited
  • 2006Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems216 cited

Cited by

  • 2014Generalized decision rule approximations for stochastic programming via liftings150 cited
  • 2018Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity120 cited
  • 2016Multistage Robust Mixed-Integer Optimization with Adaptive Partitions119 cited
  • 2015Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization113 cited
  • 2018Adjustable Robust Optimization via Fourier–Motzkin Elimination97 cited
  • 2010On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems95 cited
  • 2013Supermodularity and Affine Policies in Dynamic Robust Optimization89 cited
  • 2016On the relation between flexibility analysis and robust optimization for linear systems86 cited

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  • 2016Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds85 cited
  • 2016Decomposition for adjustable robust linear optimization subject to uncertainty polytope66 cited
  • 2018The decision rule approach to optimization under uncertainty: methodology and applications64 cited
  • 2017Dynamic Portfolio Choice with Linear Rebalancing Rules61 cited
  • 2018Prescriptive analytics for human resource planning in the professional services industry60 cited
  • 2012Affine recourse for the robust network design problem: Between static and dynamic routing57 cited
  • 2011A scenario approach for estimating the suboptimality of linear decision rules in two-stage robust optimization47 cited
  • 2019A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization47 cited