Recent advances in robust optimization: An overview.
Virginie GabrelCécile MuratAurélie ThielePublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- recent advances
- robust optimization
- chance constrained
- stochastic programming
- mathematical programming
- portfolio optimization
- risk measures
- researchers and practitioners
- semidefinite programming
- image processing
- simulated annealing
- decision theory
- chance constraints
- machine learning
- lot sizing
- random variables
- linear programming