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Decomposition approaches for recoverable robust optimization problems.

J. M. van den AkkerPaul C. BoumanJ. A. HoogeveenDenise D. Tönissen
Published in: Eur. J. Oper. Res. (2016)
Keyphrases
  • robust optimization
  • mathematical programming
  • chance constrained
  • decision problems
  • problems involving
  • stochastic programming
  • portfolio optimization
  • bayesian networks
  • special case
  • convex optimization