Dan Andrei Iancu, Mayank Sharma, Maxim Sviridenko. Supermodularity and Affine Policies in Dynamic Robust Optimization. Operations Research, 61(4):941-956, 2013. [doi]
@article{IancuSS13,
title = {Supermodularity and Affine Policies in Dynamic Robust Optimization},
author = {Dan Andrei Iancu and Mayank Sharma and Maxim Sviridenko},
year = {2013},
doi = {10.1287/opre.2013.1172},
url = {http://dx.doi.org/10.1287/opre.2013.1172},
researchr = {https://researchr.org/publication/IancuSS13},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {61},
number = {4},
pages = {941-956},
}