Γ-robust linear complementarity problems with ellipsoidal uncertainty sets
Year of publication: |
2022
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Authors: | Krebs, Vanessa ; Müller, Michael ; Schmidt, Martin |
Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 29.2022, 1, p. 417-441
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Subject: | ellipsoidal uncertainty sets | linear complementarity problems | robust optimization | traffic equilibrium problems | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risiko | Risk | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty |
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