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Wait-and-judge scenario optimization

Wait-and-judge scenario optimization

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1993208476

Wait-and-judge scenario optimization

About this item

Full title

Wait-and-judge scenario optimization

Author / Creator

Publisher

Berlin/Heidelberg: Springer Berlin Heidelberg

Journal title

Mathematical programming, 2018, Vol.167 (1), p.155-189

Language

English

Formats

Publication information

Publisher

Berlin/Heidelberg: Springer Berlin Heidelberg

More information

Scope and Contents

Contents

We consider convex optimization problems with uncertain, probabilistically described, constraints. In this context, scenario optimization is a well recognized methodology where a sample of the constraints is used to describe uncertainty. One says that the scenario solution generalizes well, or has a high robustness level, if it satisfies most of th...

Alternative Titles

Full title

Wait-and-judge scenario optimization

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_journals_1993208476

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1993208476

Other Identifiers

ISSN

0025-5610

E-ISSN

1436-4646

DOI

10.1007/s10107-016-1056-9

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