A Probabilistic Model for Minmax Regret in Combinatorial Optimization

DOI10.1287/opre.2013.1212zbMath1291.90208OpenAlexW2160255775MaRDI QIDQ5166306

Kim-Chuan Toh, Dongjian Shi, Karthik Natarajan

Publication date: 26 June 2014

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

Full work available at URL: https://doi.org/10.1287/opre.2013.1212

zbMATH Keywords

probabilityminmax regretmixed-integer programming

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Combinatorial optimization (90C27)

Related Items

Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems ⋮ Frameworks and results in distributionally robust optimization ⋮ Optimal Group Testing: Structural Properties and Robust Solutions, with Application to Public Health Screening ⋮ A relative robust approach on expected returns with bounded CVaR for portfolio selection ⋮ Risk-averse single machine scheduling: complexity and approximation ⋮ Robust Postdonation Blood Screening Under Prevalence Rate Uncertainty ⋮ Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making