A robust optimization perspective on stochastic programming

Operations Research

Volumn 55, Issue 6, 2007, Pages 1058-1071

  Chen, Xin ^a   Sim, Melvyn ^b   Sun, Peng ^c  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^c DUKE UNIVERSITY   (United States)

Author keywords

Programming: stochastic

Indexed keywords

ROBUST OPTIMIZATION; STOCHASTIC LINEAR OPTIMIZATION; UNCERTAIN ACTIVITY;

APPROXIMATION THEORY; CONSTRAINT THEORY; OPTIMIZATION; PROBLEM SOLVING; PROJECT MANAGEMENT; ROBUST CONTROL;

STOCHASTIC PROGRAMMING;

EID: 38549139665     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1070.0441     Document Type: Article

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