Robust Optimization of Large-Scale Systems

DOI10.1287/OPRE.43.2.264zbMATH Open0832.90084OpenAlexW2127331687WikidataQ29391226 ScholiaQ29391226MaRDI QIDQ4849327FDOQ4849327

Authors: John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios 

Publication date: 25 September 1995

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/622f51c3099c6126dd275c4208b4f2e8c742b4b3

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zbMATH Keywords

sensitivity analysisrobust optimizationstochastic linear programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Composite and mixture properties (74E30)

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• Generalized information reuse for optimization under uncertainty with non-sample average estimators
• A criterion space algorithm for solving linear multiplicative programming problems
• A second-order cone programming based robust data envelopment analysis model for the new-energy vehicle industry
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• PMP-based numerical solution for mean field game problem of general nonlinear system
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• Global optimization algorithm for solving linear multiplicative programming problems
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