Hybrid Strategies using Piecewise-Linear Decision Rules
In this talk, we discuss planned extensions to the features provided by JuMPeR via the following three attributes: (1) introduction of new policy type to the adaptive decisions, (2) introduction of the stochastic programming objective function paradigm and (3) introduction of moving/folding horizon simulator features to assess the robust/stochastic affine policies. The third attribute is closely related to what is known as pareto optimality of robust adaptive solutions.