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Robust Optimization Submissions - 2010

January 2010

Worst-Case Violation of Sampled Convex Programs for Optimization with Uncertainty
Takafumi Kanamori, Akiko Takeda

An Efficient Decomposition Algorithm for Static, Stochastic, Linear and Mixed-Integer Linear Programs with Conditional-Value-at-Risk Constraints
Dharmashankar Subramanian, Pu Huang


February 2010


May 2010

Robust Markov Decision Processes
Wolfram Wiesemann, Daniel Kuhn, Berc Rustem


June 2010

First order dependence on uncertainty sets in robust optimization
C.H. Jeffrey Pang


July 2010

Robust Optimization with Multiple Ranges: Theory and Application to R&D Project Selection
Ruken Duzgun, Aurelie Thiele


August 2010

Generalized Decision Rule Approximations for Stochastic Programming via Liftings
Angelos Georghiou, Wolfram Wiesemann, Daniel Kuhn

Distributionally Robust Joint Chance Constraints with Second-Order Moment Information
Steve Zymler, Daniel Kuhn, Berc Rustem


September 2010

Energy Security: a robust optimization approach to design a robust European energy supply via TIAM
F Babonneau, A Kanudia, L Labriet, R Loulou, JP Vial

Consistency of robust optimization
Ralf Werner


October 2010

Two-Stage Robust Power Grid Optimization Problem
Ruiwei Jiang, Muhong Zhang, Guang Li, Yongpei Guan


November 2010

Robust Timing of Markdowns
Michael Dziecichowicz, Daniela Caro, Aurelie Thiele

Costs and benefits of robust optimization
Ralf Werner

A constraint sampling approach for multi-stage robust optimization
Phebe Vayanos, Daniel Kuhn, Berc Rustem


December 2010

Dynamic programming approach to adjustable robust optimization
Alexander Shapiro


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