On robust optimization of two-stage systems

Mathematical Programming

Volumn 99, Issue 1, 2004, Pages 109-126

  Takriti, Samer ^a   Ahmed, Shabbir ^b  

^a IBM T J WATSON RESEARCH CENTER   (United States)

^b Georgia Institute of Technology   (United States)

Author keywords

Decomposition methods; Risk modeling; Robust optimization; Stochastic programming; Utility theory

Indexed keywords

ALGORITHMS; DECOMPOSITION; LINEAR PROGRAMMING; OPTIMIZATION; PLANNING; VECTORS;

DECOMPOSITION METHODS; RISK MODELING; ROBUST OPTIMIZATION; UTILITY THEORY;

STOCHASTIC PROGRAMMING;

EID: 21044451907     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-003-0373-y     Document Type: Article

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