Robust optimization: Difference between revisions

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m Further reading: task, replaced: Decision-Making in Manufacturing and Services → Decision Making in Manufacturing and Services
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*{{cite journal | last1 = Rosenhead | first1 = M.J | last2 = Elton | first2 = M | last3 = Gupta | first3 = S.K. | year = 1972 | title = Robustness and Optimality as Criteria for Strategic Decisions | url = | journal = Operational Research Quarterly | volume = 23 | issue = 4| pages = 413–430 | doi=10.2307/3007957| jstor = 3007957 }}
*Rustem B. and Howe M. (2002). ''Algorithms for Worst-case Design and Applications to Risk Management,'' Princeton University Press.
*{{cite journal | last1 = Sniedovich | first1 = M | year = 2007 | title = The art and science of modeling decision-making under severe uncertainty | url = | journal = Decision- Making in Manufacturing and Services| volume = 1 | issue = 1–2| pages = 111–136 | doi = 10.7494/dmms.2007.1.2.111 }}
*{{cite journal | last1 = Sniedovich | first1 = M | year = 2008 | title = Wald's Maximin Model: a Treasure in Disguise! | url = | journal = Journal of Risk Finance | volume = 9 | issue = 3| pages = 287–291 | doi=10.1108/15265940810875603}}
*{{cite journal | last1 = Sniedovich | first1 = M | year = 2010 | title = A bird's view of info-gap decision theory | url = | journal = Journal of Risk Finance | volume = 11 | issue = 3| pages = 268–283 | doi=10.1108/15265941011043648}}