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Characterizing environmental changes in Robust Optimization Over Time.
Haobo Fu
Bernhard Sendhoff
Ke Tang
Xin Yao
Published in:
IEEE Congress on Evolutionary Computation (2012)
Keyphrases
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robust optimization
chance constrained
mathematical programming
stochastic programming
portfolio optimization
risk measures
semidefinite programming
search space
decision makers
random variables
lot sizing
decision theory
chance constraints