Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets.
Xian YuSiqian ShenPublished in: Math. Program. (2022)
Keyphrases
- multistage
- mixed integer programming
- lot sizing
- stochastic programming
- robust optimization
- capacity expansion
- mixed integer
- single stage
- column generation
- production planning
- decision making
- dynamic programming
- optimal policy
- planning horizon
- fixed cost
- decision theory
- branch and bound algorithm
- lot size
- upper bound
- decision trees