New a priori and a posteriori probabilistic bounds for robust counterpart optimization: I. Unknown probability distributions-Reference-Cited by-同舟云学术

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New a priori and a posteriori probabilistic bounds for robust counterpart optimization: I. Unknown probability distributions

Published:2016-01 Issue: Volume:84 Page:568-598
ISSN:0098-1354
Container-title:Computers & Chemical Engineering
language:en
Short-container-title:Computers & Chemical Engineering

Author:

Guzman Yannis A.,Matthews Logan R.,Floudas Christodoulos A.

Funder

National Defense Science and Engineering Graduate

National Science Foundation

Publisher

Elsevier BV

Subject

Computer Science Applications,General Chemical Engineering

Reference23 articles.

1. Robust convex optimization;Ben-Tal;Math Oper Res,1998

2. Robust solutions of uncertain linear programs;Ben-Tal;Oper Res Lett,1999

3. Robust solutions of linear programming problems contaminated with uncertain data;Ben-Tal;Math Progr,2000

4. Probability inequalities for the sum of independent random variables;Bennett;J Am Stat Assoc,1962

5. The price of robustness;Bertsimas;Oper Res,2004

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