The following publications are possibly variants of this publication:
- Optimality of Affine Policies in Multistage Robust OptimizationDimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo. mor, 35(2):363-394, 2010. [doi]
- Optimality of affine policies in multi-stage robust optimizationDimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo. cdc 2009: 1131-1138 [doi]
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer OptimizationDimitris Bertsimas, Angelos Georghiou. ior, 63(3):610-627, 2015. [doi]
- A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive OptimizationDimitris Bertsimas, Vineet Goyal, Xu Andy Sun. mor, 36(1):24-54, 2011. [doi]