A dynamic programming approach for a class of robust optimization problems
Common approaches to solving a robust optimization problem decompose the problem into a master problem (MP) and adversarial problems (APs). The MP contains the original robust constraints, written, however, only for nite numbers of scenarios. Additional scenarios are generated on the y by solving th...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2016
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/16478 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/16478 |