An adjustable robust optimization approach for periodic timetabling
نویسندگان
چکیده
منابع مشابه
Dynamic programming approach to adjustable robust optimization
In this paper we consider the adjustable robust approach to multistage optimization, for which we derive dynamic programming equations. We also discuss this from a point of view of risk averse stochastic programming. As an example we consider a robust formulation of the classical inventory model and show that, similar to the risk neutral case, a basestock policy is optimal.
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In this paper we consider the adjustable robust approach to multistage optimization, for which we derive dynamic programming equations. We also discuss this from the point of view of risk averse stochastic programming.We consider as an example a robust formulation of the classical inventorymodel and show that, like for the risk neutral case, a basestock policy is optimal. © 2011 Elsevier B.V. A...
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ژورنال
عنوان ژورنال: Transportation Research Part B: Methodological
سال: 2019
ISSN: 0191-2615
DOI: 10.1016/j.trb.2019.07.011