Robust optimization: Difference between revisions

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Mulvey, J.M., Vanderbei, R.J., Zenios, S.A. (1995). Robust Optimization of Large-Scale Systems
''Operations Research,'' 43(2),264-281.
 
Rosenblat, M.J. (1987). A robust approach to facility design. ''International Journal of Production Research,'' 25(4), 479-486.
 
Rosenhead M.J, Elton M, Gupta S.K. (1972). Robustness and Optimality as Criteria for Strategic Decisions. ''Operational Research Quarterly,'' 23(4), 413-430.
Rustem B. and Howe M.(2002). ''Algorithms for Worst-case Design and Applications to Risk Management,'' Princeton University Press.