Supermodularity and Affine Policies in Dynamic Robust Optimization

Dan Andrei Iancu, Mayank Sharma, Maxim Sviridenko. Supermodularity and Affine Policies in Dynamic Robust Optimization. Operations Research, 61(4):941-956, 2013. [doi]

Authors

Dan Andrei Iancu

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Mayank Sharma

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Maxim Sviridenko

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