A Soft Robust Model for Optimization Under Ambiguity.

Aharon Ben-Tal Dimitris Bertsimas David B. Brown

Published in: Oper. Res. (2010)

Keyphrases

probabilistic model
computational model
high level
cost function
sensitivity analysis
optimization model
database
robust optimization
data sets
management system
theoretical analysis
optimization algorithm
mathematical model
statistical model
object model
simultaneous optimization