Generalized decision rule approximations for stochastic programming via liftings
File(s)piecewiselinear_revision2.pdf (401.42 KB)
Accepted version
Author(s)
Georghiou, A
Wiesemann, W
Kuhn, D
Type
Journal Article
Date Issued
2014-05-25
Date Acceptance
2014-05-25
ISSN
0025-5610
Publisher
Springer Verlag
Start Page
301
End Page
338
Journal / Book Title
Mathematical Programming
Volume
152
Issue
1
Copyright Statement
© Springer Verlag 2014. The final publication is available at Springer via http://dx.doi.org/10.1007/s10107-014-0789-6
Subjects
Science & Technology
Technology
Physical Sciences
Computer Science, Software Engineering
Operations Research & Management Science
Mathematics, Applied
Computer Science
Mathematics
PORTFOLIO OPTIMIZATION
ROBUST OPTIMIZATION
LINEAR-PROGRAMS
POLICIES
RELAXATIONS
COMPLEXITY
RECOURSE
DESIGN
BOUNDS
Operations Research
0102 Applied Mathematics
0103 Numerical And Computational Mathematics
0802 Computation Theory And Mathematics
Publication Status
Submitted