Optimality of Affine Policies in Multistage Robust Optimization

Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo. Optimality of Affine Policies in Multistage Robust Optimization. Math. Oper. Res., 35(2):363-394, 2010. [doi]

Authors

Dimitris Bertsimas

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Dan Andrei Iancu

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Pablo A. Parrilo

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