Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems

DOI10.1007/s10107-005-0679-zzbMath1134.90042OpenAlexW2033745948WikidataQ57392919 ScholiaQ57392919MaRDI QIDQ2492683

Aharon Ben-Tal, Arkadi Nemirovski, Stephen P. Boyd

Publication date: 14 June 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0679-z

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Discrete-time control/observation systems (93C55) Semi-infinite programming (90C34)

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