FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3016507985> ?p ?o ?g. }

• W3016507985 abstract "Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. Most approaches assume that the uncertain parameters can be observed for free and that the sequence in which they are revealed is independent of the decision-maker's actions. Yet, these assumptions fail to hold in many real-world applications where the time of information discovery is decision-dependent and the uncertain parameters only become observable after an often costly investment. To fill this gap, we consider two- and multi-stage robust optimization problems in which part of the decision variables control the time of information discovery. Thus, information available at any given time is decision-dependent and can be discovered (at least in part) by making strategic exploratory investments in previous stages. We propose a novel dynamic formulation of the problem and prove its correctness. We leverage our model to provide a solution method inspired from the K-adaptability approximation, whereby K candidate strategies for each decision stage are chosen here-and-now and, at the beginning of each period, the best of these strategies is selected after the uncertain parameters that were chosen to be observed are revealed. We reformulate the problem as a finite program solvable with off-the-shelf solvers. We generalize our approach to the minimization of piecewise linear convex functions. We demonstrate effectiveness of our approach on synthetic and real data instances of the active preference elicitation problem used to recommend policies that meet the needs of policy-makers at the Los Angeles Homeless Services Authority. We present several other problems of practical interest to which our approaches apply." @default.
• W3016507985 created "2020-04-24" @default.
• W3016507985 creator A5008206062 @default.
• W3016507985 creator A5054451550 @default.
• W3016507985 creator A5069365931 @default.
• W3016507985 date "2020-04-18" @default.
• W3016507985 modified "2023-09-27" @default.
• W3016507985 title "Robust Optimization with Decision-Dependent Information Discovery" @default.
• W3016507985 cites W1499070777 @default.
• W3016507985 cites W1505652737 @default.
• W3016507985 cites W1531340371 @default.
• W3016507985 cites W1570631094 @default.
• W3016507985 cites W1913536532 @default.
• W3016507985 cites W1964367484 @default.
• W3016507985 cites W1965056266 @default.
• W3016507985 cites W1970063632 @default.
• W3016507985 cites W1972720599 @default.
• W3016507985 cites W1973211560 @default.
• W3016507985 cites W1984753319 @default.
• W3016507985 cites W1988393917 @default.
• W3016507985 cites W1988431852 @default.
• W3016507985 cites W1989263908 @default.
• W3016507985 cites W1992353457 @default.
• W3016507985 cites W1995285162 @default.
• W3016507985 cites W2003127720 @default.
• W3016507985 cites W2003777645 @default.
• W3016507985 cites W2006030193 @default.
• W3016507985 cites W2009100229 @default.
• W3016507985 cites W2010659249 @default.
• W3016507985 cites W2014923785 @default.
• W3016507985 cites W2026733907 @default.
• W3016507985 cites W2028100337 @default.
• W3016507985 cites W2062921651 @default.
• W3016507985 cites W2063075683 @default.
• W3016507985 cites W2066631061 @default.
• W3016507985 cites W2069099760 @default.
• W3016507985 cites W2072180977 @default.
• W3016507985 cites W2089105401 @default.
• W3016507985 cites W2089953380 @default.
• W3016507985 cites W2093165589 @default.
• W3016507985 cites W2093860879 @default.
• W3016507985 cites W2095820536 @default.
• W3016507985 cites W2100138107 @default.
• W3016507985 cites W2102207514 @default.
• W3016507985 cites W2102426156 @default.
• W3016507985 cites W2106117965 @default.
• W3016507985 cites W2107968842 @default.
• W3016507985 cites W2108737331 @default.
• W3016507985 cites W2114164426 @default.
• W3016507985 cites W2118578357 @default.
• W3016507985 cites W2126815623 @default.
• W3016507985 cites W2131116400 @default.
• W3016507985 cites W2133469585 @default.
• W3016507985 cites W2140496876 @default.
• W3016507985 cites W2151537611 @default.
• W3016507985 cites W2163969905 @default.
• W3016507985 cites W2164651650 @default.
• W3016507985 cites W2165775468 @default.
• W3016507985 cites W2171328669 @default.
• W3016507985 cites W2175195964 @default.
• W3016507985 cites W2257455891 @default.
• W3016507985 cites W2262893750 @default.
• W3016507985 cites W2293635851 @default.
• W3016507985 cites W2301461885 @default.
• W3016507985 cites W2311001255 @default.
• W3016507985 cites W2327421000 @default.
• W3016507985 cites W2333311386 @default.
• W3016507985 cites W2342716782 @default.
• W3016507985 cites W2344092458 @default.
• W3016507985 cites W2404750264 @default.
• W3016507985 cites W2483760579 @default.
• W3016507985 cites W2503665996 @default.
• W3016507985 cites W2523913016 @default.
• W3016507985 cites W2558663119 @default.
• W3016507985 cites W2578607773 @default.
• W3016507985 cites W2597302326 @default.
• W3016507985 cites W2600745543 @default.
• W3016507985 cites W2621117388 @default.
• W3016507985 cites W2621981927 @default.
• W3016507985 cites W2633897740 @default.
• W3016507985 cites W2754354684 @default.
• W3016507985 cites W2763770190 @default.
• W3016507985 cites W2782362620 @default.
• W3016507985 cites W2800450254 @default.
• W3016507985 cites W2807755688 @default.
• W3016507985 cites W2951272841 @default.
• W3016507985 cites W2955724617 @default.
• W3016507985 cites W2962689628 @default.
• W3016507985 cites W2962926869 @default.
• W3016507985 cites W2964163137 @default.
• W3016507985 cites W2969212598 @default.
• W3016507985 cites W2970382658 @default.
• W3016507985 cites W3009445889 @default.
• W3016507985 cites W3023456609 @default.
• W3016507985 cites W3125327405 @default.
• W3016507985 cites W3143187486 @default.
• W3016507985 hasPublicationYear "2020" @default.
• W3016507985 type Work @default.
• W3016507985 sameAs 3016507985 @default.
• W3016507985 citedByCount "4" @default.

• next