Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization

Abstract

In recent years, decision rules have been established as the preferred solution method for addressing computationally demanding, multistage adaptive optimization problems. Despite their success, existing decision rules (a) are typically constrained by their a priori design and (b) do not incorporate in their modeling adaptive binary decisions. To address… (More)
DOI: 10.1287/opre.2015.1365

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