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

In recent years, decision rules have been established as the preferred solution method for addressing computationally demanding, multistage adaptive optimization problems. Despite their success, existing decision rules (a) are typically constrained by their a priori design and (b) do not incorporate...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris J, Georghiou, Angelos
Other Authors: Massachusetts Institute of Technology. Process Systems Engineering Laboratory
Format: Article
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2019
Online Access:http://hdl.handle.net/1721.1/120562
https://orcid.org/0000-0002-1985-1003