A survey of adjustable robust optimization.

Ihsan Yanikoglu Bram L. Gorissen Dick den Hertog

Published in: Eur. J. Oper. Res. (2019)

Keyphrases

robust optimization
robust counterpart
chance constrained
mathematical programming
stochastic programming
portfolio optimization
semidefinite programming
risk measures
lot sizing
linear programming
linear combination
decision theory
machine learning
scheduling problem