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math.OC2016
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
Francesca Maggioni, Florian Potra, Marida Bertocchi
In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO).…
math.OC2016★ 1 cited
Sampling methods for multistage robust convex optimization problems
Francesca Maggioni, Marida Bertocchi, Fabrizio Dabbene +1
In this paper, probabilistic guarantees for constraint sampling of multistage robust convex optimization problems are derived. The dynamic nature of these problems is tackled via t…