Robust Optimization Made Easy with ROME
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Publication:2879493
DOI10.1287/OPRE.1110.0944zbMath1235.90107OpenAlexW1973668402MaRDI QIDQ2879493
Publication date: 26 March 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.170.966
stochastic programmingdecision rulesMATLABPERTportfolio optimizationproject managementrobust optimizationinventory controlalgebraic modeling toolbox
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