Robust Optimization of Large-Scale Systems

DOI10.1287/OPRE.43.2.264zbMath0832.90084OpenAlexW2127331687WikidataQ29391226 ScholiaQ29391226MaRDI QIDQ4849327

Robert J. Vanderbei, John M. Mulvey, Stavros A. Zenios

Publication date: 25 September 1995

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/622f51c3099c6126dd275c4208b4f2e8c742b4b3

zbMATH Keywords

sensitivity analysisrobust optimizationstochastic linear programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Composite and mixture properties (74E30)

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