Adjustable Robust Optimization with Discrete Uncertainty.

Henri Lefebvre Enrico Malaguti Michele Monaci

Published in: INFORMS J. Comput. (2024)

Keyphrases

robust optimization
robust counterpart
chance constrained
mathematical programming
stochastic programming
portfolio selection
risk measures
semidefinite programming
portfolio optimization
lot sizing
decision theory
machine learning
genetic algorithm
evolutionary algorithm
chance constraints