A survey of adjustable robust optimization

DOI10.1016/J.EJOR.2018.08.031zbMath1430.90537OpenAlexW2891879843WikidataQ129289227 ScholiaQ129289227MaRDI QIDQ1740490

İhsan Yanıkoğlu, Bram L. Gorissen, Dick den Hertog

Publication date: 30 April 2019

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2018.08.031

zbMATH Keywords

semi-infinite programmingrobust optimizationadjustable robust optimizationmultistage decision making

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Semi-infinite programming (90C34)

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Uses Software

• ROME
• AIMMS
• GitHub
• JuMPeR

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