On the power of robust solutions in two-stage stochastic and adaptive optimization problems

Mathematics of Operations Research

Volumn 35, Issue 2, 2010, Pages 284-305

  Bertsimas, Dimitris ^a   Goyal, Vineet ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Adaptability gap; Adaptive optimization; Robust optimization; Stochastic optimization; Stochasticity gap

Indexed keywords

ADAPTIVE OPTIMIZATION; EXPECTED COSTS; GENERAL MODEL; HYPERCUBE; MIXED INTEGER; OPTIMAL COSTS; PROBABILITY MEASURES; RIGHT-HAND SIDES; ROBUST OPTIMIZATION; ROBUST SOLUTIONS; STOCHASTIC OPTIMIZATION PROBLEMS; STOCHASTIC OPTIMIZATIONS; STOCHASTIC PROBLEMS; STOCHASTICITY; TWO STAGE;

COSTS; INTEGER PROGRAMMING; PROBABILITY DISTRIBUTIONS; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

OPTIMIZATION;

EID: 77953114648     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1090.0440     Document Type: Article

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