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Deriving robust and globalized robust solutions of uncertain linear programs with general convex uncertainty sets

Gorissen, Bram L.; Blanc, J. P.; Hertog, Dirk den; … - In: Operations research 62 (2014) 3, pp. 672-679

Persistent link: https://www.econbiz.de/10010381843

Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information

Postek, Krzysztof Stanisław; Ben-Tal, Aharon; Hertog, … - 2015

Persistent link: https://www.econbiz.de/10011350018

Robust optimization with ambiguous stochastic constraints under mean and dispersion information

Postek, Krzysztof Stanisław; Ben-Tal, Aharon; Hertog, … - In: Operations research 66 (2018) 3, pp. 814-833

Persistent link: https://www.econbiz.de/10011884312

Robust optimization of uncertain multistage inventory systems with inexact data in decision rules

Ruiter, Frans de; Ben-Tal, Aharon; Brekelmans, Ruud C. M.; … - In: Computational Management Science : CMS 14 (2017) 1, pp. 45-66

Persistent link: https://www.econbiz.de/10011710326

On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty

Melamed, Michal; Ben-Tal, Aharon; Golany, Boaz - In: Computational Management Science : CMS 13 (2016) 2, pp. 293-315

Persistent link: https://www.econbiz.de/10011669292

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

Ben-Tal, Aharon - 2011

In this paper we focus on robust linear optimization problems with uncertainty regions defined by ø-divergences (for … example, chi-squared, Hellinger, Kullback-Leibler). We show how uncertainty regions based on ø-divergences arise in a natural …-divergence uncertainty is tractable for most of the choices of ø typically considered in the literature. We extend the results to problems …

Persistent link: https://www.econbiz.de/10013124587