An uncertain minimization problem: robust optimization versus optimization of robustness
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Cites work
- A note on generalized inverses
- Information-gap decision theory. Decisions under severe uncertainty
- On the substitution rule for Lebesgue-Stieltjes integrals
- Parameter-free convex equivalent and dual programs of fractional programming problems
- Quasi- and pseudo-inverses of monotone functions, and the construction of t-norms
- Recent advances in robust optimization: an overview
- Robust convex optimization
- Robust optimization
- Robust optimization - a comprehensive survey
- Robust optimization-methodology and applications
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- The Price of Robustness
- Theory and applications of robust optimization
Cited in
(7)- A robust optimization approach with probe-able uncertainty
- A note on issues of over-conservatism in robust optimization with cost uncertainty
- On minimax robustness: A general approach and applications
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- Robust optimization with order statistic uncertainty set
- A unified approach to inverse robust optimization problems
- Robust optimization for quadratic programs with data uncertainty using the concept of stability radius
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