"Optimality of affine policies in multi-stage robust optimization."

Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo (2009)

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DOI: 10.1109/CDC.2009.5399533

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-01

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Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo:
Optimality of affine policies in multi-stage robust optimization. CDC 2009: 1131-1138

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