On the approximability of adjustable robust convex optimization under uncertainty

DOI10.1007/s00186-012-0405-6zbMath1285.90021OpenAlexW2017002354MaRDI 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 problemrobust optimizationuncertain constraintsadjustable robust convex optimizationapproximability with static robust solutionuncertain objectives

Mathematics Subject Classification ID

Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47) Quadratic programming (90C20) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Stochastic network models in operations research (90B15) Deterministic scheduling theory in operations research (90B35)

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