MP
2006
14 years 16 days ago
2006
We present a series of related robust optimization models for placing sensors in municipal water networks to detect contaminants that are maliciously or accidentally injected. We f...
COR
2008
14 years 20 days ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...