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Supermodularity and Affine Policies in Dynamic Robust Optimization

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  1. Zhaowei Hao & Long He & Zhenyu Hu & Jun Jiang, 2020. "Robust Vehicle Pre‐Allocation with Uncertain Covariates," Production and Operations Management, Production and Operations Management Society, vol. 29(4), pages 955-972, April.
  2. Hamed Mamani & Shima Nassiri & Michael R. Wagner, 2017. "Closed-Form Solutions for Robust Inventory Management," Management Science, INFORMS, vol. 63(5), pages 1625-1643, May.
  3. Kang, Jidong & Wu, Zhuochun & Ng, Tsan Sheng & Su, Bin, 2023. "A stochastic-robust optimization model for inter-regional power system planning," European Journal of Operational Research, Elsevier, vol. 310(3), pages 1234-1248.
  4. Frans J. C. T. Ruiter & Aharon Ben-Tal & Ruud C. M. Brekelmans & Dick Hertog, 2017. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Computational Management Science, Springer, vol. 14(1), pages 45-66, January.
  5. David Simchi-Levi & Nikolaos Trichakis & Peter Yun Zhang, 2019. "Designing Response Supply Chain Against Bioattacks," Operations Research, INFORMS, vol. 67(5), pages 1246-1268, September.
  6. Agra, Agostinho & Poss, Michael & Santos, Micael, 2018. "Optimizing make-to-stock policies through a robust lot-sizing model," International Journal of Production Economics, Elsevier, vol. 200(C), pages 302-310.
  7. Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
  8. Dimitris Bertsimas & Frans J. C. T. de Ruiter, 2016. "Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds," INFORMS Journal on Computing, INFORMS, vol. 28(3), pages 500-511, August.
  9. Ning Zhang & Chang Fang, 2020. "Saddle point approximation approaches for two-stage robust optimization problems," Journal of Global Optimization, Springer, vol. 78(4), pages 651-670, December.
  10. Bradley Sturt, 2021. "A nonparametric algorithm for optimal stopping based on robust optimization," Papers 2103.03300, arXiv.org, revised Mar 2023.
  11. Peter Zhang, 2023. "Distributionally Robust Principal-Agent Problems and Optimality of Contracts," Papers 2303.07468, arXiv.org, revised Jan 2024.
  12. Long He & Zhenyu Hu & Meilin Zhang, 2020. "Robust Repositioning for Vehicle Sharing," Manufacturing & Service Operations Management, INFORMS, vol. 22(2), pages 241-256, March.
  13. Josette Ayoub & Michael Poss, 2016. "Decomposition for adjustable robust linear optimization subject to uncertainty polytope," Computational Management Science, Springer, vol. 13(2), pages 219-239, April.
  14. Viktoryia Buhayenko & Dick den Hertog, 2017. "Adjustable Robust Optimisation approach to optimise discounts for multi-period supply chain coordination under demand uncertainty," International Journal of Production Research, Taylor & Francis Journals, vol. 55(22), pages 6801-6823, November.
  15. Christoph Buchheim & Jannis Kurtz, 2018. "Robust combinatorial optimization under convex and discrete cost uncertainty," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(3), pages 211-238, September.
  16. Dan Andrei Iancu & Nikolaos Trichakis & Do Young Yoon, 2021. "Monitoring with Limited Information," Management Science, INFORMS, vol. 67(7), pages 4233-4251, July.
  17. Amir Ardestani-Jaafari & Erick Delage, 2016. "Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems," Operations Research, INFORMS, vol. 64(2), pages 474-494, April.
  18. Omar El Housni & Vineet Goyal, 2021. "On the Optimality of Affine Policies for Budgeted Uncertainty Sets," Mathematics of Operations Research, INFORMS, vol. 46(2), pages 674-711, May.
  19. Polinder, Gert-Jaap & Breugem, Thomas & Dollevoet, Twan & Maróti, Gábor, 2019. "An adjustable robust optimization approach for periodic timetabling," Transportation Research Part B: Methodological, Elsevier, vol. 128(C), pages 50-68.
  20. Filipe Rodrigues & Agostinho Agra & Cristina Requejo & Erick Delage, 2021. "Lagrangian Duality for Robust Problems with Decomposable Functions: The Case of a Robust Inventory Problem," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 685-705, May.
  21. Wei Chen & Milind Dawande & Ganesh Janakiraman, 2014. "Fixed-Dimensional Stochastic Dynamic Programs: An Approximation Scheme and an Inventory Application," Operations Research, INFORMS, vol. 62(1), pages 81-103, February.
  22. Bomze, Immanuel M. & Gabl, Markus, 2023. "Optimization under uncertainty and risk: Quadratic and copositive approaches," European Journal of Operational Research, Elsevier, vol. 310(2), pages 449-476.
  23. Dan A. Iancu & Nikolaos Trichakis, 2014. "Pareto Efficiency in Robust Optimization," Management Science, INFORMS, vol. 60(1), pages 130-147, January.
  24. de Moor, Danique & Wagenaar, Joris & Poos, Robert & den Hertog, Dick & Fleuren, Hein, 2024. "A robust approach to food aid supply chains," European Journal of Operational Research, Elsevier, vol. 318(1), pages 269-285.
  25. Noorizadegan, Mahdi & Chen, Bo, 2018. "Vehicle routing with probabilistic capacity constraints," European Journal of Operational Research, Elsevier, vol. 270(2), pages 544-555.
  26. Sixiang Zhao, 2023. "Decision rule-based method in solving adjustable robust capacity expansion problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 97(2), pages 259-286, April.
  27. Grani A. Hanasusanto & Daniel Kuhn & Wolfram Wiesemann, 2015. "K -Adaptability in Two-Stage Robust Binary Programming," Operations Research, INFORMS, vol. 63(4), pages 877-891, August.
  28. Antonio J. Conejo & Nicholas G. Hall & Daniel Zhuoyu Long & Runhao Zhang, 2021. "Robust Capacity Planning for Project Management," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1533-1550, October.
  29. Haolin Ruan & Zhi Chen & Chin Pang Ho, 2023. "Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1002-1023, September.
  30. Polinder, G.-J. & Breugem, T. & Dollevoet, T.A.B. & Maróti, G., 2019. "An Adjustable Robust Optimization Approach for Periodic Timetabling," Econometric Institute Research Papers EI2019-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Jianzhe Zhen & Ahmadreza Marandi & Danique de Moor & Dick den Hertog & Lieven Vandenberghe, 2022. "Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2410-2427, September.
  32. Nicolas Kämmerling & Jannis Kurtz, 2020. "Oracle-based algorithms for binary two-stage robust optimization," Computational Optimization and Applications, Springer, vol. 77(2), pages 539-569, November.
  33. Walid Ben-Ameur & Adam Ouorou & Guanglei Wang & Mateusz Żotkiewicz, 2018. "Multipolar robust optimization," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 395-434, December.
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