Supermodularity and Affine Policies in Dynamic Robust Optimization.

Dan Andrei Iancu Mayank Sharma Maxim Sviridenko

Published in: Oper. Res. (2013)

Keyphrases

robust optimization
chance constrained
stochastic programming
mathematical programming
optimal policy
inventory management
portfolio optimization
risk measures
artificial intelligence
genetic algorithm
search algorithm
special case