On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
DOI10.1007/S00186-021-00764-8zbMATH Open1498.65089OpenAlexW4200579959WikidataQ114231222 ScholiaQ114231222MaRDI QIDQ2168046FDOQ2168046
Authors: Holger Berthold, Jan Schwientek, Holger Heitsch, René Henrion
Publication date: 31 August 2022
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-021-00764-8
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Cited In (6)
- Approximate methods for solving chance-constrained linear programs in probability measure space
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions
- Soft robust solutions to possibilistic optimization problems
- Proportion-based robust optimization and team orienteering problem with interval data
- Constrained robustness analysis by randomized algorithms
- Probabilistic search algorithms for robust stability analysis and their complexity properties
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