Minimax Regret Relaxation Procedure of Expected Recourse Problem with Vectors of Uncertainty.

Thibhadha Saraprang Phantipa Thipwiwatpotjana

Published in: IUKM (2016)

Keyphrases

minimax regret
stochastic programming
preference elicitation
multistage
utility function
decision problems
linear program
robust optimization
objective function
optimization criterion
decision making
feature vectors
multi class
linear programming
incomplete information
misclassification costs