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Piecewise static policies for two-stage adjustable robust linear optimization |
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| Authors: | El Housni Omar Goyal Vineet |
| Affiliation: | 1.Industrial Engineering and Operations Research, Columbia University, New York, NY, USA ; |
| Abstract: | Mathematical Programming - In this paper, we consider two-stage adjustable robust linear optimization problems under uncertain constraints and study the performance of piecewise static policies.... |
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