Browsing Τμήμα Διοίκησης Επιχειρήσεων και Δημόσιας Διοίκησης / Department of Business and Public Administration by Author "Wiesemann, Wolfram"

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    • Article  

      The decision rule approach to optimization under uncertainty: methodology and applications 

      Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram (2019)
      Dynamic decision-making under uncertainty has a long and distinguished history in operations research. Due to the curse of dimensionality, solution schemes that naïvely partition or discretize the support of the random ...
    • Article  

      Robust Dual Dynamic Programming 

      Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram (2019)
      Multistage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. ...