Deriving robust and globalized robust solutions of uncertain linear programs with general convex uncertainty sets
Bram L. Gorissen, Hans Blanc, Dick den Hertog; Aharon Ben-Tal
| Year of publication: |
2014
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|---|---|
| Authors: | Gorissen, Bram L. ; Blanc, J. P. ; Hertog, Dirk den ; Ben-Tal, Aharon |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 3, p. 672-679
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| Subject: | robust optimization | general convex uncertainty regions | uncertain linear optimization | globalized robust counterpart | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |