Robust optimization in countably infinite linear programs

DOI10.1007/S11590-015-0958-4MaRDI QIDQ276340zbMATH OpenOpenAlexFDO

Authors Archis Ghate

Publication date 3 May 2016

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-015-0958-4

zbMATH Keywords

infinite-dimensional optimizationplanning horizon algorithmuncertainty sets

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

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Cites work

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Cited in

(4)

• A dual scheme for solving linear countable semi-infinite fractional programming problems
• Robust continuous linear programs
• Ergodic approach to robust optimization and infinite programming problems
• Convexity and closedness in stable robust duality

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