Min-max regret robust optimization approach on interval data uncertainty

DOI10.1007/s10957-007-9334-6zbMath1151.90019OpenAlexW1964367484MaRDI QIDQ946180

Jane C. Ammons, Tiravat Assavapokee, Matthew J. Realff

Publication date: 22 September 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-007-9334-6

zbMATH Keywords

robust optimizationdeviation robust optimizationinterval data uncertaintymin-max regret robust optimization

Mathematics Subject Classification ID

Decision theory (91B06) Linear programming (90C05)

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Cites Work

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• Robust Convex Optimization
• A Branch and Bound Algorithm for the Bilevel Programming Problem
• The Price of Robustness
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