On the Power and Limitations of Affine Policies in Two-Stage Adaptive Optimization
We consider a two-stage adaptive linear optimization problem under right hand side uncertainty with a min-max objective and give a sharp characterization of the power and limitations of affine policies (where the second stage solution is an affine function of the right hand side uncertainty). In par...
| Main Authors: | , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Springer and Mathematical Optimization Society,
2012-03-16T15:37:33Z.
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| Subjects: | |
| Online Access: | Get fulltext |