Robust Optimization of Schedules Affected by Uncertain Events.

Robin Vujanic Paul Goulart Manfred Morari

Published in: J. Optim. Theory Appl. (2016)

Keyphrases

robust optimization
robust counterpart
chance constrained
mathematical programming
stochastic programming
portfolio optimization
risk measures
scheduling problem
decision theory
decision making
lot sizing
machine learning
lower bound
chance constraints