A robust robust optimization result

DOI10.1016/J.ORL.2011.10.010zbMath1242.90249arXiv1104.5656OpenAlexW2125530743MaRDI QIDQ433824

Michael J. Todd, Martina Gancarova

Publication date: 6 July 2012

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.5656

zbMATH Keywords

probabilistic analysisrobust optimizationsensitivity of objective

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Related Items (2)

A robust robust optimization result ⋮ Recent advances in robust optimization: an overview

Cites Work

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• A robust robust optimization result
• Robust solutions of uncertain linear programs
• Robust solutions of linear programming problems contaminated with uncertain data
• Tractable approximations to robust conic optimization problems

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