K-adaptability in two-stage distributionally robust binary programming
نویسندگان
چکیده
منابع مشابه
K-adaptability in two-stage distributionally robust binary programming
We propose to approximate two-stage distributionally robust programs with binary recourse decisions by their associated K-adaptability problems, which pre-select K candidate secondstage policies here-and-now and implement the best of these policies once the uncertain parameters have been observed. We analyze the approximation quality and the computational complexity of the K-adaptability proble...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2016
ISSN: 0167-6377
DOI: 10.1016/j.orl.2015.10.006