The decision rule approach to optimization under uncertainty: methodology and applications |
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Authors: | Georghiou Angelos Kuhn Daniel Wiesemann Wolfram |
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Affiliation: | 1.Desautels Faculty of Management, McGill University, Montreal, Canada ;2.Risk Analytics and Optimization Chair, EPFL, Lausanne, Switzerland ;3.Imperial College Business School, Imperial College London, London, UK ; |
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Abstract: | Computational Management Science - Dynamic decision-making under uncertainty has a long and distinguished history in operations research. Due to the curse of dimensionality, solution schemes that... |
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