Adjustable Robust Optimization via Fourier-Motzkin Elimination.

Jianzhe Zhen Dick den Hertog Melvyn Sim

Published in: Oper. Res. (2018)

Keyphrases

robust optimization
robust counterpart
chance constrained
stochastic programming
mathematical programming
portfolio optimization
risk measures
decision theory
feature selection
lot sizing
semidefinite programming
artificial intelligence
supply chain
chance constraints