A scenario-based robust optimization with a pessimistic approach for nurse rostering problem.
Mohammad Reza HassaniJavad BehnamianPublished in: J. Comb. Optim. (2021)
Keyphrases
- robust optimization
- chance constrained
- expected utility
- mathematical programming
- stochastic programming
- decision theory
- portfolio optimization
- risk measures
- lot sizing
- semidefinite programming
- chance constraints
- constraint programming
- decision theoretic
- machine learning
- belief functions
- multistage
- multi objective
- high dimensional
- genetic algorithm