Robust optimization: Difference between revisions

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Kouvelis P. and Yu G. (1997). <i>Robust Discrete Optimization and Its Applications,</i> Kluwer.
 
Mutapcic, Almir and Boyd, Stephen. (2009). Cutting-set methods for robust convex optimization with pessimizing oracles, <i>Optimization Methods and Software,</i> 24(3), 381-406.
 
Mulvey, J.M., Vanderbei, R.J., Zenios, S.A. (1995). Robust Optimization of Large-Scale Systems