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MP
2006
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MP 2006
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Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems
13 years 11 months ago
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www.stanford.edu
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
Aharon Ben-Tal, Stephen Boyd, Arkadi Nemirovski
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