Robust continuous linear programs

Continuous linear programs (CLPs) arise in applications such as production/economic planning, continuous-time network flow problems, fluid relaxations of multiclass queueing networks, and control. To the best of the author’s knowledge, this paper proposes the first robust optimization framework for...

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Bibliographic Details

Published in:	Optimization letters Vol. 14; no. 7; pp. 1627 - 1642
Main Author:	Ghate, Archis
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2020
Subjects:	Computational Intelligence Mathematics Mathematics and Statistics Numerical and Computational Physics Operations Research/Decision Theory Optimization Original Paper Simulation Parametric uncertainty Linear programming duality Infinite-dimensional optimization
ISSN:	1862-4472, 1862-4480
Online Access:	Get full text
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