On the approximability of adjustable robust convex optimization under uncertainty

DOI10.1007/s00186-012-0405-6zbMath1285.90021MaRDI QIDQ2392812

Vineet Goyal, Dimitris J. Bertsimas

Publication date: 2 August 2013

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

Full work available at URL: http://hdl.handle.net/1721.1/87619

zbMATH Keywords

minimax problem; robust optimization; uncertain constraints; adjustable robust convex optimization; approximability with static robust solution; uncertain objectives

Mathematics Subject Classification ID

90C22: Semidefinite programming

90C47: Minimax problems in mathematical programming

90C20: Quadratic programming

90C15: Stochastic programming

90B50: Management decision making, including multiple objectives

90B15: Stochastic network models in operations research

90B35: Deterministic scheduling theory in operations research

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