Transcription of Theory and applications of Robust Optimization - …
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Theory and applications of Robust Optimization - …
Theory and applications of Robust Optimization Dimitris Bertsimas , David B. Brown , Constantine Caramanis . July 6, 2007. Abstract In this paper we survey the primary research, both theoretical and applied, in the field of Robust Optimization (RO). Our focus will be on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying the most prominent theoretical results of RO over the past decade, we will also present some recent results linking RO to adaptable models for multi-stage decision-making problems.
Theory and applications of Robust Optimization Dimitris Bertsimas⁄, David B. Brown y, Constantine Caramanis z July 6, 2007 Abstract In this paper we survey the primary research, both theoretical and applied, in the fleld of Robust
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