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Volumn 2016-February, Issue , 2016, Pages 2740-2751

Evaluating two-range robust optimization for project selection

Author keywords

[No Author keywords available]

Indexed keywords

BUDGET CONTROL; INVESTMENTS; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; UNCERTAINTY ANALYSIS;

EID: 84962920822     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2015.7408380     Document Type: Conference Paper
Times cited : (1)

References (18)
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    • Ben-Tal, A.1    Nemirovski, A.2
  • 5
    • 84863393058 scopus 로고    scopus 로고
    • Theory and applications of robust optimization
    • Bertsimas, D., D. Brown, and C. Caramanis. 2011. Theory and Applications of Robust Optimization. SIAM Review 53 (3): 464-501.
    • (2011) SIAM Review , vol.53 , Issue.3 , pp. 464-501
    • Bertsimas, D.1    Brown, D.2    Caramanis, C.3
  • 7
    • 84870613023 scopus 로고    scopus 로고
    • Robust discrete optimization and network flows
    • Bertsimas, D., M. Sim. 2003. Robust Discrete Optimization And Network Flows. Mathematical Programming B 98:49-71.
    • (2003) Mathematical Programming B , vol.98 , pp. 49-71
    • Bertsimas, D.1    Sim, M.2
  • 8
    • 3042762207 scopus 로고    scopus 로고
    • The price of robustness
    • Bertsimas, D., M. Sim. 2004. The Price Of Robustness. Operations Research 52 (1): 35-53.
    • (2004) Operations Research , vol.52 , Issue.1 , pp. 35-53
    • Bertsimas, D.1    Sim, M.2
  • 9
    • 77952878898 scopus 로고    scopus 로고
    • Histogram models for Robust portfolio optimization
    • Bienstock, D. 2007. Histogram Models For Robust Portfolio Optimization. Journal of Computational Finance 11 (1): 1-64.
    • (2007) Journal of Computational Finance , vol.11 , Issue.1 , pp. 1-64
    • Bienstock, D.1
  • 11
    • 0000813562 scopus 로고
    • Linear programming under uncertainty
    • Dantzig, G. B. 1955. Linear Programming Under Uncertainty. Management Science 1 (3-4): 197-206.
    • (1955) Management Science , vol.1 , Issue.3-4 , pp. 197-206
    • Dantzig, G.B.1
  • 13
    • 84894413578 scopus 로고    scopus 로고
    • Robust optimization with multiple ranges: Theory and application to pharmaceutical project selection
    • INFORMS
    • Duzgun, R., A. Thiele. 2015. Robust Optimization With Multiple Ranges: Theory and Application to Pharmaceutical Project Selection. In Proceedings of the INFORMS Computing Society Conference, 103-118. INFORMS.
    • (2015) Proceedings of the INFORMS Computing Society Conference , pp. 103-118
    • Duzgun, R.1    Thiele, A.2
  • 18
    • 0010680207 scopus 로고
    • Convex programming with set-inclusive constraints and applications to inexact linear programming
    • Soyster, A. L. 1973. Convex Programming With Set-Inclusive Constraints And Applications To Inexact Linear Programming. Operations Research 21:1154-1157.
    • (1973) Operations Research , vol.21 , pp. 1154-1157
    • Soyster, A.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.