A scenario approach for estimating the suboptimality of linear decision rules in two-stage robust optimization.
Michael J. HadjiyiannisPaul J. GoulartDaniel KuhnPublished in: CDC/ECC (2011)
Keyphrases
- decision rules
- robust optimization
- chance constraints
- chance constrained
- rough sets
- stochastic programming
- decision trees
- mathematical programming
- rough set theory
- decision table
- lot sizing
- risk measures
- decision theory
- real world
- combinatorial optimization
- linear programming
- probability distribution
- pattern recognition