The impact of the existence of multiple adjustable robust solutions
DOI10.1007/S10107-016-0978-6zbMATH Open1356.90100DBLPjournals/mp/RuiterBH16OpenAlexW2263749502WikidataQ59459527 ScholiaQ59459527MaRDI QIDQ344967FDOQ344967
Authors: Frans J. C. T. de Ruiter, Ruud Brekelmans, D. Den Hertog
Publication date: 25 November 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-0978-6
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Cites Work
- Programming with linear fractional functionals
- Recent advances in robust optimization: an overview
- Theory and applications of robust optimization
- Robust optimization
- Adjustable robust solutions of uncertain linear programs
- Optimality of affine policies in multistage robust optimization
- Primal and dual linear decision rules in stochastic and robust optimization
Cited In (13)
- Adjustable robust treatment-length optimization in radiation therapy
- A survey of adjustable robust optimization
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Technical note -- time inconsistency of optimal policies of distributionally robust inventory models
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
- Title not available (Why is that?)
- An adaptive robust optimization model for parallel machine scheduling
- Robust Dual Dynamic Programming
- Pareto robust optimization on Euclidean vector spaces
- Dynamic planning of a two-dose vaccination campaign with uncertain supplies
- Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens
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