A note on robust 0-1 optimization with uncertain cost coefficients.

Mustafa Ç. Pinar

Published in: 4OR (2004)

Keyphrases

robust optimization
robust counterpart
chance constrained
stochastic programming
mathematical programming
inventory management
portfolio optimization
risk measures
linear combination
decision making
total cost
lot sizing
minimum cost
simulated annealing
special case
evolutionary algorithm
artificial intelligence