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Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization

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  1. Postek, K.S. & den Hertog, D., 2016. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)," Other publications TiSEM 08442e3a-d1eb-42b3-8f13-8, Tilburg University, School of Economics and Management.
  2. Aakil M. Caunhye & Nazli Yonca Aydin & H. Sebnem Duzgun, 2020. "Robust post-disaster route restoration," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 42(4), pages 1055-1087, December.
  3. Polimeni, Simone & Moretti, Luca & Martelli, Emanuele & Leva, Sonia & Manzolini, Giampaolo, 2023. "A novel stochastic model for flexible unit commitment of off-grid microgrids," Applied Energy, Elsevier, vol. 331(C).
  4. Postek, Krzysztof & den Hertog, Dick & Kind, Jarl & Pustjens, Chris, 2019. "Adjustable robust strategies for flood protection," Omega, Elsevier, vol. 82(C), pages 142-154.
  5. Josette Ayoub & Michael Poss, 2016. "Decomposition for adjustable robust linear optimization subject to uncertainty polytope," Computational Management Science, Springer, vol. 13(2), pages 219-239, April.
  6. Alphonse Hakizimana & Joseph K. Scott, 2017. "Differentiability Conditions for Stochastic Hybrid Systems with Application to the Optimal Design of Microgrids," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 658-682, May.
  7. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Discussion Paper 2016-038, Tilburg University, Center for Economic Research.
  8. Robin Vujanic & Paul Goulart & Manfred Morari, 2016. "Robust Optimization of Schedules Affected by Uncertain Events," Journal of Optimization Theory and Applications, Springer, vol. 171(3), pages 1033-1054, December.
  9. Omar El Housni & Vineet Goyal, 2021. "On the Optimality of Affine Policies for Budgeted Uncertainty Sets," Mathematics of Operations Research, INFORMS, vol. 46(2), pages 674-711, May.
  10. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Other publications TiSEM 6e85c2ff-32dd-4c7e-8d95-a, Tilburg University, School of Economics and Management.
  11. Moretti, Luca & Martelli, Emanuele & Manzolini, Giampaolo, 2020. "An efficient robust optimization model for the unit commitment and dispatch of multi-energy systems and microgrids," Applied Energy, Elsevier, vol. 261(C).
  12. Nicolas Kämmerling & Jannis Kurtz, 2020. "Oracle-based algorithms for binary two-stage robust optimization," Computational Optimization and Applications, Springer, vol. 77(2), pages 539-569, November.
  13. Krzysztof Postek & Dick den Hertog, 2016. "Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set," INFORMS Journal on Computing, INFORMS, vol. 28(3), pages 553-574, August.
  14. Rahal, Said & Papageorgiou, Dimitri J. & Li, Zukui, 2021. "Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1014-1030.
  15. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2020. "A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization," Operations Research, INFORMS, vol. 68(2), pages 572-590, March.
  16. Sergey S. Ketkov, 2023. "On the Multistage Shortest Path Problem Under Distributional Uncertainty," Journal of Optimization Theory and Applications, Springer, vol. 197(1), pages 277-308, April.
  17. Álvaro Lorca & X. Andy Sun & Eugene Litvinov & Tongxin Zheng, 2016. "Multistage Adaptive Robust Optimization for the Unit Commitment Problem," Operations Research, INFORMS, vol. 64(1), pages 32-51, February.
  18. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2019. "Robust Dual Dynamic Programming," Operations Research, INFORMS, vol. 67(3), pages 813-830, May.
  19. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maarten H., 2019. "An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information," European Journal of Operational Research, Elsevier, vol. 274(2), pages 432-444.
  20. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Discussion Paper 2016-039, Tilburg University, Center for Economic Research.
  21. Ayşe N. Arslan & Boris Detienne, 2022. "Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 857-871, March.
  22. Stefano Coniglio & Arie M. C. A. Koster & Nils Spiekermann, 2018. "Lot sizing with storage losses under demand uncertainty," Journal of Combinatorial Optimization, Springer, vol. 36(3), pages 763-788, October.
  23. Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
  24. Dimitris Bertsimas & Iain Dunning, 2016. "Multistage Robust Mixed-Integer Optimization with Adaptive Partitions," Operations Research, INFORMS, vol. 64(4), pages 980-998, August.
  25. Christoph Buchheim & Jannis Kurtz, 2018. "Robust combinatorial optimization under convex and discrete cost uncertainty," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(3), pages 211-238, September.
  26. Angelos Georghiou & Daniel Kuhn & Wolfram Wiesemann, 2019. "The decision rule approach to optimization under uncertainty: methodology and applications," Computational Management Science, Springer, vol. 16(4), pages 545-576, October.
  27. Ward Romeijnders & Krzysztof Postek, 2021. "Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 390-400, January.
  28. Postek, K.S. & den Hertog, D., 2016. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)," Discussion Paper 2016-006, Tilburg University, Center for Economic Research.
  29. François Clautiaux & Boris Detienne & Henri Lefebvre, 2023. "A two-stage robust approach for minimizing the weighted number of tardy jobs with objective uncertainty," Journal of Scheduling, Springer, vol. 26(2), pages 169-191, April.
  30. Hamed Mamani & Shima Nassiri & Michael R. Wagner, 2017. "Closed-Form Solutions for Robust Inventory Management," Management Science, INFORMS, vol. 63(5), pages 1625-1643, May.
  31. Feng, Wei & Feng, Yiping & Zhang, Qi, 2021. "Multistage robust mixed-integer optimization under endogenous uncertainty," European Journal of Operational Research, Elsevier, vol. 294(2), pages 460-475.
  32. Marcio Costa Santos & Michael Poss & Dritan Nace, 2018. "A perfect information lower bound for robust lot-sizing problems," Annals of Operations Research, Springer, vol. 271(2), pages 887-913, December.
  33. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Other publications TiSEM a03f895f-b941-41a9-84e0-b, Tilburg University, School of Economics and Management.
  34. Anirudh Subramanyam & Frank Mufalli & José M. Lí?nez-Aguirre & Jose M. Pinto & Chrysanthos E. Gounaris, 2021. "Robust Multiperiod Vehicle Routing Under Customer Order Uncertainty," Operations Research, INFORMS, vol. 69(1), pages 30-60, January.
  35. Schmitt, Marius & Lygeros, John, 2020. "On convexity of the robust freeway network control problem in the presence of prediction and model uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 134(C), pages 167-190.
  36. Francesca Maggioni & Florian A. Potra & Marida Bertocchi, 2017. "A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches," Computational Management Science, Springer, vol. 14(1), pages 5-44, January.
  37. Farough Motamed Nasab & Zukui Li, 2023. "Multistage Adaptive Robust Binary Optimization: Uncertainty Set Lifting versus Partitioning through Breakpoints Optimization," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
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