Northwestern University

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Filtering by: Creator Han, Eojin Keyword Robust Optimization

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Leveraging Structure of Uncertainty for Adaptive Policies in Multistage Decision-Making

Description:

Multistage optimization is a prominent modeling tool to solve a broad range of dynamic decision-making problems in the presence of uncertainty. However, computing optimal policies is intractable, since they are obtained by considering all possible realizations of uncertainties and subsequent future decisions over time. To overcome these challenges, we present...

Keyword:

Robust Optimization, Multistage Optimization, Dynamic Policies, Distributionally Robust Optimization, and Adaptive Policies

Subject:

Industrial engineering and Operations research

Creator:

Han, Eojin

Owner:

Scholarly Digital Publishing

Language:

en

Date Uploaded:

02/01/2021

Date Created:

2020-01-01

Resource Type:

Dissertation

Alternate Identifier:

http://dissertations.umi.com/northwestern:15200 and etdadmin_upload_756991