Approximation guarantees for min-max-min robust optimization and k-adaptability under objective uncertainty
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Approximation guarantees for min-max-min robust optimization and \(k\)-adaptability under objective uncertainty
Approximation guarantees for min-max-min robust optimization and \(k\)-adaptability under objective uncertainty
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Cites work
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- K-adaptability in two-stage robust binary programming
- A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem
- A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
- A Lagrangian dual method for two-stage robust optimization with binary uncertainties
- A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set
- Adjustable robust solutions of uncertain linear programs
- An annotated bibliography of combinatorial optimization problems with fixed cardinality constraints
- Bulk-robust combinatorial optimization
- Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty
- Distributionally Robust Convex Optimization
- Distributionally robust optimization and its tractable approximations
- Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
- Finite Adaptability in Multistage Linear Optimization
- Introduction to stochastic programming.
- Light robustness
- Min max min robust (relative) regret combinatorial optimization
- Min-max and min-max regret versions of combinatorial optimization problems: A survey
- Min-max-min robust combinatorial optimization
- Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty
- Min-max-min robustness: a new approach to combinatorial optimization under uncertainty based on multiple solutions
- Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions
- On Finite Adaptability in Two-Stage Distributionally Robust Optimization
- Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective
- Oracle-based algorithms for binary two-stage robust optimization
- Piecewise static policies for two-stage adjustable robust linear optimization
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Robust convex optimization
- Robust discrete optimization and network flows
- Robust optimization
- Robust solutions of uncertain linear programs
- The concept of recoverable robustness, linear programming recovery, and railway applications
- The Price of Robustness
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