Robust continuous linear programs
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Publication:2228355
DOI10.1007/s11590-020-01539-6zbMath1464.90109MaRDI QIDQ2228355
Publication date: 17 February 2021
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-020-01539-6
parametric uncertainty; infinite-dimensional optimization; linear programming duality; continuous linear programming (CLP); probability bound of constraint violation; robust CLP as CLP; robust semi-infinite linear programming
90C05: Linear programming
90C15: Stochastic programming
90C48: Programming in abstract spaces
90C34: Semi-infinite programming
49J27: Existence theories for problems in abstract spaces
90C17: Robustness in mathematical programming
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