Recent advances in robust optimization: an overview

DOI10.1016/J.EJOR.2013.09.036zbMath1305.90390DBLPjournals/eor/GabrelMT14OpenAlexW2140496876WikidataQ84606808 ScholiaQ84606808MaRDI QIDQ2256312

Aurélie Thiele, Cécile Murat, Virginie Gabrel

Publication date: 19 February 2015

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2013.09.036

zbMATH Keywords

decision rulesrobust optimizationdistributional robustnessrisk theory

Mathematics Subject Classification ID

Decision theory (91B06) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Transportation, logistics and supply chain management (90B06) Queues and service in operations research (90B22) Inventory, storage, reservoirs (90B05)

Cites Work

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Uses Software

• ROME
• AIMMS

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