Article Outline
Introduction
Formulation
Affine Data Dependency
Worst Case Uncertainty Set
Uncertainty Set with a Budget
Applications
Conclusions
References
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References
Ben-Tal A, Nemirovski A (2000) Robust solutions of Linear Programming problems contaminated with uncertain data. Math Program 88:411–424
Bertsimas D, Sim M (2004) Price of robustness. Oper Res 52:35–53
Chen X, Sim M, Sun P (2007) A robust optimization perspective on stochastic programming. Oper Res 55(6):1058–1071
Soyster AL (1973) Convex programming with set-inclusive constraints and applications to inexact linear programming. Oper Res 21:1154–1157
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© 2008 Springer-Verlag
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Sim, M. (2008). Price of Robustness for Linear Optimization Problems . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_523
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DOI: https://doi.org/10.1007/978-0-387-74759-0_523
Publisher Name: Springer, Boston, MA
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