Berthold, Holger; Heller, Till; Seidel, Tobias - In: Mathematical Methods of Operations Research 99 (2024) 1, pp. 115-139
A variety of approaches has been developed to deal with uncertain optimization problems. Often, they start with a given set of uncertainties and then try to minimize the influence of these uncertainties. The reverse view is to first set a budget for the price one is willing to pay and then find...