Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty

DOI10.1137/20M1355422zbMath1490.90207arXiv2011.14875OpenAlexW3108314575MaRDI QIDQ5067432

Markus Gabl, Immanuel M. Bomze

Publication date: 1 April 2022

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.14875

zbMATH Keywords

robust optimizationdiscrete optimizationrisk aversionendogenous uncertainty

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Mixed integer programming (90C11) Multi-objective and goal programming (90C29) Robustness in mathematical programming (90C17)

Uses Software

• Gurobi
• Python

Cites Work

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