Multistage robust mixed-integer optimization under endogenous uncertainty.
Wei FengYiping FengQi ZhangPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- multistage
- lot sizing
- mixed integer
- robust optimization
- stochastic programming
- global optimization problems
- linear program
- mixed integer programming
- quadratic program
- dynamic programming
- single stage
- second order cone program
- benders decomposition
- cutting plane
- production planning
- feasible solution
- continuous variables
- optimal solution
- reinforcement learning
- bayesian networks