Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty

European Journal of Operational Research

Volumn 121, Issue 2, 2000, Pages 343-362

  Darlington, J ^a   Pantelides, C C ^a   Rustem, B ^a   Tanyi, B A ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; DECISION MAKING; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR PROGRAMMING; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; RISK ASSESSMENT; SENSITIVITY ANALYSIS;

MEAN-VARIANCE OPTIMIZATION MODELS; OPEN-LOOP OPTIMAL SOLUTIONS; SENSITIVITY-ROBUSTNESS CONCEPTS;

OPERATIONS RESEARCH;

EID: 0033909255     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(99)00034-X     Document Type: Article

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