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Preprint Aug 2026

Connecting Extreme-Point Generation and Decision Rules in Two-Stage Distributionally Robust Optimization

Two-stage distributionally robust optimization chooses a here-and-now decision and a wait-and-see decision policy that adapts to uncertainty realizations. Decision-rule methods specify the form of this adaptive policy in advance, whereas decomposition-generation methods construct second-stage value information iterativ...

Jin Qi, Chen Yang · 0 citations

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