On Semi-Stochastic Model for Multi-Stage Decision Making Under Uncertainty
Optimization and Control
2019-12-10 v2
Abstract
We propose a (seemingly) new computationally tractable model for multi-stage decision making under stochastic uncertainty.
Cite
@article{arxiv.1912.02704,
title = {On Semi-Stochastic Model for Multi-Stage Decision Making Under Uncertainty},
author = {Arkadi Nemirovski},
journal= {arXiv preprint arXiv:1912.02704},
year = {2019}
}