Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems

DOI10.1287/opre.2021.2159OpenAlexW2969212598MaRDI QIDQ5058052

M. Poursoltani, Erick Delage

Publication date: 1 December 2022

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

Full work available at URL: https://doi.org/10.1287/opre.2021.2159

zbMATH Keywords

regret minimizationaffine decision rulestwo-stage robust optimization

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17)

Related Items

Frameworks and results in distributionally robust optimization ⋮ Combinatorial optimization problems with balanced regret

Uses Software

• ROME
• JuMP

Cites Work

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