A Dynamic Programming Approach for a Class of Robust Optimization Problems

Published 2016 View Full Article

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Title
A Dynamic Programming Approach for a Class of Robust Optimization Problems
Authors
Keywords
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Journal
SIAM JOURNAL ON OPTIMIZATION
Volume 26, Issue 3, Pages 1799-1823
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2016-09-02
DOI
10.1137/15m1007070

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