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"Optimality of Affine Policies in Multistage Robust Optimization."
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo (2010)
- Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo:
Optimality of Affine Policies in Multistage Robust Optimization. Math. Oper. Res. 35(2): 363-394 (2010)
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