A new robust optimization approach for scheduling under uncertainty: II. Uncertainty with known probability distribution.
Stacy L. JanakXiaoxia LinChristodoulos A. FloudasPublished in: Comput. Chem. Eng. (2007)
Keyphrases
- robust optimization
- probability distribution
- chance constrained
- stochastic programming
- risk measures
- mathematical programming
- portfolio selection
- robust counterpart
- scheduling problem
- portfolio optimization
- computational complexity
- resource allocation
- semidefinite programming
- decision theory
- conditional probabilities
- risk averse
- special case
- artificial intelligence