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A dynamic programming approach for a class of robust optimization problems

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Publication Date
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HAL-INRIA
Keywords
  • Multi-Stage Robust Optimization
  • Perfect Information
  • Lot-Sizing Problem
  • [Info.Info-Ro] Computer Science [Cs]/Operations Research [Cs.Ro]
  • [Info.Info-Cc] Computer Science [Cs]/Computational Complexity [Cs.Cc]
  • [Math.Math-Oc] Mathematics [Math]/Optimization And Control [Math.Oc]
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