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| Author: | Mulvey, J. Vanderbei, R. Zenios, S. |
| Title: | Robust optimization of large-scale systems |
| Journal: | Operations Research
1995 : MAR/APR, VOL. 43:2, p. 264-281 |
| Index terms: | OPTIMIZATION SCALING SYSTEMS DEVELOPMENT |
| Language: | eng |
| Abstract: | Mathematical programming models with noisy, erroneous, or incomplete data are common in operations research applications. Difficulties with such data are typically dealt with reactively - through sensitivity analysis - or proactively - through stochastic programming formulations. In this paper , the authors characterise the desirable properties of a solution to models, when the problem data are described by a set of scenarios for their value, instead of using point estimates. |
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