Robust optimization: Difference between revisions

Revision as of 18:06, 11 September 2009

Revision as of 18:10, 11 September 2009

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Bertsimas, D. and M. Sim. (2004). Price of Robustness. <i>Operations Research,</i> 52(1), 35-53.

Bertsimas, D. and M. Sim. (2006). Tractable Approximations to Robust Conic Optimization Problems Dimitris Bertsimas. <i> Mathematical Programming, <\/i> 107(1), 5 – 36.

Chen, W. and M. Sim. (2009). Goal Driven Optimization. <i>Operations Research.</i> 57(2), 342-357.

Chen, X., M. Sim, P. Sun and J. Zhang. (2008). A Linear-Decision Based Approximation Approach to Stochastic Programming. <i> Operations Research <\/i> 56(2), 344-357.

Chen, X., M. Sim and P. Sun (2007). A Robust Optimization Perspective on Stochastic Programming. <i> Operations Research, <\/i> 55(6), 1058-1071.

Dembo, R. (1991). Scenario optimization, <i>Annals of Operations Research,</i> 30(1), 63-80.