On the approximability of adjustable robust convex optimization under uncertainty

Mathematical Methods of Operations Research

Volumn 77, Issue 3, 2013, Pages 323-343

  Bertsimas, Dimitris ^a   Goyal, Vineet ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b Columbia University ^*  (United States)

Author keywords

Adjustable robust policies; Robust optimization; Static policies

Indexed keywords

CONVEX OPTIMIZATION PROBLEMS; DETERMINISTIC PROBLEMS; GEOMETRIC PROPERTIES; ROBUST CONVEX OPTIMIZATION; ROBUST OPTIMIZATION; SEMIDEFINITE OPTIMIZATION; UNCERTAIN PARAMETERS; UNCERTAIN PROCESSING TIME;

FUNCTIONS; OPERATIONS RESEARCH; OPTIMIZATION;

CONVEX OPTIMIZATION;

EID: 84880038770     PISSN: 14322994     EISSN: 14325217     Source Type: Journal    
DOI: 10.1007/s00186-012-0405-6     Document Type: Article

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