Adjustable robust optimization through multi-parametric programming

Adjustable robust optimization (ARO) involves recourse decisions (i.e. reactive actions after the realization of the uncertainty, ‘wait-and-see’) as functions of the uncertainty, typically posed in a two-stage stochastic setting. Solving the general ARO problems is challenging, therefore ways to red...

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Bibliographic Details

Published in:	Optimization letters Vol. 14; no. 4; pp. 873 - 887
Main Authors:	Avraamidou, Styliani, Pistikopoulos, Efstratios N.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2020
Subjects:	Computational Intelligence Mathematics Mathematics and Statistics Numerical and Computational Physics Operations Research/Decision Theory Optimization Original Paper Simulation Adjustable robust optimization Multi-parametric programming Tri-level programming
ISSN:	1862-4472, 1862-4480
Online Access:	Get full text
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