Adaptive Distributionally Robust Optimization - Bertsimas, Dimitris; Sim, Melvyn; Zhang, Meilin (Management science, 2019)
Keywords: Ambiguity; Analysis; Approximation; Decision making; dynamic programming; hospitals; Inventory control; linear programming; Management decisions; Management development programmes; Management science; Mathematical optimization; nonlinear programming; Optimization; Optimization algorithms; Problem solving; quadratic; Random variables; Stochastic programming; Uncertainty; United States