Multistage robust mixed-integer optimization under endogenous uncertainty

•Adjustable robust optimization with decision-dependent polyhedral uncertainty sets.•Two-stage and multistage settings with both continuous and binary recourse.•Uncertainty set may be affected by binary recourse decisions in every stage.•Tractable approximations derived using a nonlinear decision ru...

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Bibliographic Details

Published in:	European journal of operational research Vol. 294; no. 2; pp. 460 - 475
Main Authors:	Feng, Wei, Feng, Yiping, Zhang, Qi
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 16.10.2021
Subjects:	Decision rules Endogenous uncertainty Mixed-integer recourse Multistage robust optimization Decision rules Multistage robust optimization Endogenous uncertainty Mixed-integer recourse
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
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