The price of robustness

Operations Research

Volumn 52, Issue 1, 2004, Pages 35-53

  Bertsimas, Dimitris ^a   Sim, Melvyn ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Programming; Stochastic: robust approach for solving LP MIP with data uncertainties

Indexed keywords

DATA UNCERTAINTY; LINEAR OPTIMIZATION; ROBUST APPROACH FOR SOLVING LP/MIP WITH DATA UNCERTAINTIES;

CORRELATION METHODS; LINEAR PROGRAMMING; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES;

ROBUSTNESS (CONTROL SYSTEMS);

EID: 3042762207     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.1030.0065     Document Type: Article

References (8)

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