Robust Optimization in Simulation: Taguchi and Krige Combined.

Gabriella Dellino Jack P. C. Kleijnen Carlo Meloni

Published in: INFORMS J. Comput. (2012)

Keyphrases

robust optimization
risk measures
chance constrained
mathematical programming
lot sizing
stochastic programming
feature selection
multi agent
optimal solution
multi agent systems
special case
simulated annealing
semidefinite programming
chance constraints