Robust continuous linear programs
DOI10.1007/s11590-020-01539-6zbMath1464.90109OpenAlexW3003369749MaRDI QIDQ2228355
Publication date: 17 February 2021
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-020-01539-6
parametric uncertaintyinfinite-dimensional optimizationlinear programming dualitycontinuous linear programming (CLP)probability bound of constraint violationrobust CLP as CLProbust semi-infinite linear programming
Linear programming (90C05) Stochastic programming (90C15) Programming in abstract spaces (90C48) Semi-infinite programming (90C34) Existence theories for problems in abstract spaces (49J27) Robustness in mathematical programming (90C17)
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