On the complexity of robust multi-stage problems with discrete recourse.
Marc GoerigkStefan LendlLasse WulfPublished in: Discret. Appl. Math. (2024)
Keyphrases
- multistage
- stochastic programming
- single stage
- production system
- dynamic programming
- lot sizing
- stochastic optimization
- convex relaxation
- robust optimization
- decision problems
- computational complexity
- np complete
- optimization problems
- steady state
- continuous domains
- supply chain
- scheduling problem
- cost function
- search algorithm
- attack detection