Robust Multi-Stage Decision Making
نویسندگان
چکیده
Testifying to more than ten years of academic and practical developments, this tutorial attempts to provide a succinct yet unified view of the robust multi-stage decision making framework. In particular, the reader should better understand: (1) the distinction between static versus fully or partially adjustable decisions; (2) the root of tractability issues; (3) the connection to robust dynamic programming; (4) some motivation for using simple policies, especially in terms of optimality; (5) how time consistency issues can arise; and (6) some relevant applications.
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