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A robust optimization solution to bottleneck generalized assignment problem under uncertainty.
Yelin Fu
Jianshan Sun
K. K. Lai
John W. K. Leung
Published in:
Ann. Oper. Res. (2015)
Keyphrases
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robust optimization
chance constrained
stochastic programming
mathematical programming
portfolio selection
robust counterpart
portfolio optimization
risk measures
semidefinite programming
lot sizing
decision theory
artificial intelligence
lower bound
probability distribution
linear programming