Concepedia

New a priori and a posteriori probabilistic bounds for robust counterpart optimization: I. Unknown probability distributions

Yannis A. Guzman, Logan R. Matthews, Christodoulos A. Floudas

Computers & Chemical Engineering · 2015 · 45 citations · 20 references

DOI

Concepts

References

20

Probability Inequalities for Sums of Bounded Random Variables

Wassily Hoeffding · Journal of the American Statistical Association · 1963 · 4.8K citations

, , +12

The Price of Robustness

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

, , +15

Robust Convex Optimization

Aharon Ben‐Tal, Arkadi Nemirovski · Mathematics of Operations Research · 1998 · 2.6K citations

, , +14

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