Bounds for Multistage Mixed-Integer Distributionally Robust Optimization.

Güzin Bayraksan Francesca Maggioni Daniel Faccini Ming Yang

Published in: SIAM J. Optim. (2024)

Keyphrases

robust optimization
multistage
lot sizing
mixed integer
stochastic programming
stochastic optimization
mixed integer programming
upper bound
cutting plane
lower bound
dynamic programming
production planning
portfolio selection
worst case
robust counterpart
knapsack problem