Concepedia

2-stage robust MILP with continuous recourse variables

Alain Billionnet, Marie-Christine Costa, Pierre‐Louis Poirion

Discrete Applied Mathematics · 2014 · 32 citations · 16 references

DOIFull text

Open access

Concepts

References

16

The Price of Robustness

Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations

, , +15

Theory and Applications of Robust Optimization

David B. Brown, Constantine Caramanis, Dimitris Bertsimas · DSpace@MIT (Massachusetts Institute of Technology) · 2010 · 2.5K citations · Full text

, , +12

Robust solutions of uncertain linear programs

Aharon Ben‐Tal, Arkadi Nemirovski · Operations Research Letters · 1999 · 1.8K citations

, , +10

Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

A. L. Soyster · Operations Research · 1973 · 1.8K citations

, , +13

Adjustable robust solutions of uncertain linear programs

Aharon Ben‐Tal, Alexander Goryashko, E. Guslitzer et al. · Mathematical Programming · 2004 · 1.4K citations

, , +11