On robust optimization of two-stage systems

DOI10.1007/S10107-003-0373-YzbMath1111.90080OpenAlexW1996228459MaRDI QIDQ1424290

Shabbir Ahmed, Samer Takriti

Publication date: 11 March 2004

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-003-0373-y

zbMATH Keywords

decomposition methodsrobust optimizationrisk neutral decision makerywo--stage systems

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Uses Software

• MINOS

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