Robust solutions of uncertain linear programs

Keywords

Linear programming, Robust optimization, Mathematical optimization, Conic section, Quadratic programming

References

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Cited by

• Robustness, Risk, and Regularization in Support Vector MachinesHuan Xu, Shie Mannor, Constantine Caramanis — 2008
• Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical InnovationsJoel Goh, Mohsen Bayati, Stefanos Zenios — 2018
• Trends in Multiple Criteria Decision AnalysisMatthias Ehrgott — 2010
• Semidefinite and Cone Programming Bibliography/CommentsHenry Wolkowicz — 2009
• Aspects of proactive traffic engineering in IP networksAnders Gunnar — 2011
• Distribution-dependent robust linear optimization with applications to inventory controlAndreas Abecker, Ansgar Bernardi, Michael Sintek — 2013
• Real-time management of berth allocation with stochastic arrival and handling timesNitish Umang, Michel Bierlaire, Alan L. Erera — 2017
• Mixed integer programming approaches for nonlinear and stochastic programmingVielma Centeno, Juan Pablo — 2009
• Robust linear optimization with recourse: Solution methods and other propertiesTara Terry — 2009
• On Robustness and Regularization of Structural Support Vector MachinesMohamad Ali Torkamani, Daniel Lowd — 2014
• Robust Cross-dock Location Model Accounting for Demand UncertaintyStephanie Spangler — 2013
• Managing Risk in Recurrent Auctions for Robust Resource AllocationVíctor Muòoz, Dídac Busquets — 2008
• Linear Optimization Problems with Inexact DataMarkus Fiedler — 2006
• Ambiguous chance constrained programs: algorithms and applicationsGarud Iyengar, Emre Erdogan — 2007
• Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control ApproachBertrand Maillet, Sessi Tokpavi, Benoit Vaucher — 2013
• Novel models and algorithms for uncertainty management in power systemsLong Zhao — 2013
• Learning in the Limit with Adversarial DisturbancesConstantine Caramanis, Shie Mannor — 2008
• Robust Mean-Variance Portfolio Selection Problem Including Fuzzy FactorsTakashi Hasuike, Hiroaki Ishii — 2008
• Networks, uncertainty, applications and a crusade for optimalityEduardo Álvarez‐Miranda — 2014
• On Robust OptimizationElisabeth Köbis — 2015

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