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Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty.
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Vayanos P, Ye Y, McElfresh D, Dickerson J, Rice E (2021) Robust active preference elicitation. Under second round of review at Management Science
2021
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Bodur M, Luedtke JR (2022) Two-stage linear decision rules for multi-stage stochastic programming. Mathematical Programming 191:347–380, ISSN 1436-4646, URL http://dx.doi.org/10.1007/s10107-018-1339-4
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