On the Power and Limitations of Affine Policies in Two-Stage Adaptive Optimization
We consider a two-stage adaptive linear optimization problem under right hand side uncertainty with a min–max objective and give a sharp characterization of the power and limitations of affine policies (where the second stage solution is an affine function of the right hand side uncertainty). In par...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Springer and Mathematical Optimization Society
2012
|
| Online Access: | http://hdl.handle.net/1721.1/69679 https://orcid.org/0000-0002-1985-1003 |