Conditions under which adjustability lowers the cost of a robust linear program

DOI10.1007/s10479-018-2954-4zbMath1411.90179OpenAlexW2512198608WikidataQ129603595 ScholiaQ129603595MaRDI QIDQ1730447

Ali Haddad-Sisakht, Sarah M. Ryan

Publication date: 6 March 2019

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

Full work available at URL: https://lib.dr.iastate.edu/imse_pubs/188

zbMATH Keywords

affinely adjustable robust counterpartrobust counterpartadjustable robust counterpartbox uncertainty sets

Mathematics Subject Classification ID

Linear programming (90C05) Management decision making, including multiple objectives (90B50)

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