Boni, Odellia; Ben-Tal, Aharon - In: Mathematical Methods of Operations Research 68 (2008) 2, pp. 211-233
This paper presents an approximate affinely adjustable robust counterpart for conic quadratic constraints. The theory … chain management with uncertain demands. Comparison of the adjustable solutions with the nominal and non-adjustable robust … solutions shows that the adjustable (dynamic) robust solution maintains feasibility for all possible realizations, while being …