ROC++: Robust Optimization in C++

DOI10.1287/ijoc.2022.1209OpenAlexW3035221648MaRDI QIDQ5060773

George Elissaios, Phebe Vayanos, Qing Jin

Publication date: 11 January 2023

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.08741

zbMATH Keywords

robust optimizationC++endogenous uncertaintysequential decision makingPythondecision-dependent uncertaintydecision-dependent information discoveryexogenous uncertainty

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Related Items

ROPy ⋮ ROC++ ⋮ ROmodel: modeling robust optimization problems in pyomo

Uses Software

• ROME
• JuMP
• SDDP
• MSPPy

Cites Work

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