Reflections on robust optimization

MaRDI QIDQ3840407zbMATH OpenFDO

Authors Jitka Dupačová

Publication date 8 April 1999

zbMATH Keywords

contamination techniqueout-of-sample scenariospostoptimalityrobust optimizationscenario based stochastic programsstochastic linear programstracking model

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(12)

• A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
• Robustness in stochastic programs with risk constraints
• An interval-valued fuzzy linear programming with infinite -cuts method for environmental management under uncertainty
• A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems
• A discussion on the conservatism of robust linear optimization problems
• An brief introduction to robust optimization approach
• A scenario-based approach for robust linear optimization
• Robust optimization
• Risk objectives in two-stage stochastic programming models
• Making a Case for Robust Optimization Models
• Robust optimization with scenarios using belief functions
• Wait-and-judge scenario optimization

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