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

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