Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
Tiravat Assavapokee; Matthew J. Realff; Jane C. Ammons; I-Hsuan Hong
| Year of publication: |
2008
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|---|---|
| Authors: | Assavapokee, Tiravat ; Realff, Matthew J. ; Ammons, Jane C. ; Hong, I-Hsuan |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 6, p. 2093-2102
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| Subject: | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Algorithmus | Algorithm | Szenariotechnik | Scenario analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003671713