Listagem Rede de Pesquisa e Conhecimento Aplicado por Assunto "Otimização matemática"

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Constant Depth Decision Rules for Multistage Stochastic Convex Programs

Guigues, Vincent Gérard Yannick; Juditsky, Anatoli; Nemirovski, Arkadi Semenovich
2020-05

In this paper, we introduce a new class of decision rules called Constant Depth Decision Rules (CDDRs) for Multistage Stochastic Convex Programs (MSCP) depending on a parame- ter Mi called the depth of the decision rules. ...
Location and operation of an ambulance fleet under uncertainty

Demais unidades::RPCA
2020-01-10
Robust production management

Guigues, Vincent Gérard Yannick
2016

The problem of production management can often be cast in the form of a linear program with uncertain parameters and risk constraints. Typically, such problems are treated in the framework of multi-stage Stochastic ...
Second order necessary and sufficient optimality conditions for singular solutions of partially-affine control problems

Aronna, María Soledad
2017-03-02

In this article we study optimal control problems for sys- tems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality ...