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Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization

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  1. Postek, K.S. & den Hertog, D., 2016. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)," Other publications TiSEM 08442e3a-d1eb-42b3-8f13-8, Tilburg University, School of Economics and Management.
  2. Polimeni, Simone & Moretti, Luca & Martelli, Emanuele & Leva, Sonia & Manzolini, Giampaolo, 2023. "A novel stochastic model for flexible unit commitment of off-grid microgrids," Applied Energy, Elsevier, vol. 331(C).
  3. 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.
  4. Moretti, Luca & Martelli, Emanuele & Manzolini, Giampaolo, 2020. "An efficient robust optimization model for the unit commitment and dispatch of multi-energy systems and microgrids," Applied Energy, Elsevier, vol. 261(C).
  5. Sergey S. Ketkov, 2023. "On the Multistage Shortest Path Problem Under Distributional Uncertainty," Journal of Optimization Theory and Applications, Springer, vol. 197(1), pages 277-308, April.
  6. Álvaro Lorca & X. Andy Sun & Eugene Litvinov & Tongxin Zheng, 2016. "Multistage Adaptive Robust Optimization for the Unit Commitment Problem," Operations Research, INFORMS, vol. 64(1), pages 32-51, February.
  7. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2019. "Robust Dual Dynamic Programming," Operations Research, INFORMS, vol. 67(3), pages 813-830, May.
  8. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Discussion Paper 2016-039, Tilburg University, Center for Economic Research.
  9. Ayşe N. Arslan & Boris Detienne, 2022. "Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 857-871, March.
  10. 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.
  11. 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.
  12. Postek, K.S. & den Hertog, D., 2016. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)," Discussion Paper 2016-006, Tilburg University, Center for Economic Research.
  13. François Clautiaux & Boris Detienne & Henri Lefebvre, 2023. "A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty," Journal of Scheduling, Springer, vol. 26(2), pages 169-191, April.
  14. 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.
  15. Feng, Wei & Feng, Yiping & Zhang, Qi, 2021. "Multistage robust mixed-integer optimization under endogenous uncertainty," European Journal of Operational Research, Elsevier, vol. 294(2), pages 460-475.
  16. Marcio Costa Santos & Michael Poss & Dritan Nace, 2018. "A perfect information lower bound for robust lot-sizing problems," Annals of Operations Research, Springer, vol. 271(2), pages 887-913, December.
  17. Anirudh Subramanyam & Frank Mufalli & José M. Lí?nez-Aguirre & Jose M. Pinto & Chrysanthos E. Gounaris, 2021. "Robust Multiperiod Vehicle Routing Under Customer Order Uncertainty," Operations Research, INFORMS, vol. 69(1), pages 30-60, January.
  18. Farough Motamed Nasab & Zukui Li, 2023. "Multistage Adaptive Robust Binary Optimization: Uncertainty Set Lifting versus Partitioning through Breakpoints Optimization," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
  19. Aakil M. Caunhye & Nazli Yonca Aydin & H. Sebnem Duzgun, 2020. "Robust post-disaster route restoration," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 42(4), pages 1055-1087, December.
  20. Postek, Krzysztof & den Hertog, Dick & Kind, Jarl & Pustjens, Chris, 2019. "Adjustable robust strategies for flood protection," Omega, Elsevier, vol. 82(C), pages 142-154.
  21. Alphonse Hakizimana & Joseph K. Scott, 2017. "Differentiability Conditions for Stochastic Hybrid Systems with Application to the Optimal Design of Microgrids," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 658-682, May.
  22. Robin Vujanic & Paul Goulart & Manfred Morari, 2016. "Robust Optimization of Schedules Affected by Uncertain Events," Journal of Optimization Theory and Applications, Springer, vol. 171(3), pages 1033-1054, December.
  23. 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.
  24. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Other publications TiSEM 6e85c2ff-32dd-4c7e-8d95-a, Tilburg University, School of Economics and Management.
  25. 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.
  26. Krzysztof Postek & Dick den Hertog, 2016. "Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set," INFORMS Journal on Computing, INFORMS, vol. 28(3), pages 553-574, August.
  27. Rahal, Said & Papageorgiou, Dimitri J. & Li, Zukui, 2021. "Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1014-1030.
  28. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2020. "A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization," Operations Research, INFORMS, vol. 68(2), pages 572-590, March.
  29. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maarten H., 2019. "An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information," European Journal of Operational Research, Elsevier, vol. 274(2), pages 432-444.
  30. Stefano Coniglio & Arie M. C. A. Koster & Nils Spiekermann, 2018. "Lot sizing with storage losses under demand uncertainty," Journal of Combinatorial Optimization, Springer, vol. 36(3), pages 763-788, October.
  31. Dimitris Bertsimas & Iain Dunning, 2016. "Multistage Robust Mixed-Integer Optimization with Adaptive Partitions," Operations Research, INFORMS, vol. 64(4), pages 980-998, August.
  32. Angelos Georghiou & Daniel Kuhn & Wolfram Wiesemann, 2019. "The decision rule approach to optimization under uncertainty: methodology and applications," Computational Management Science, Springer, vol. 16(4), pages 545-576, October.
  33. Ward Romeijnders & Krzysztof Postek, 2021. "Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 390-400, January.
  34. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Other publications TiSEM a03f895f-b941-41a9-84e0-b, Tilburg University, School of Economics and Management.
  35. Schmitt, Marius & Lygeros, John, 2020. "On convexity of the robust freeway network control problem in the presence of prediction and model uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 134(C), pages 167-190.
  36. Francesca Maggioni & Florian A. Potra & Marida Bertocchi, 2017. "A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches," Computational Management Science, Springer, vol. 14(1), pages 5-44, January.
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