Crespi, Giovanni P.; Kuroiwa, Daishi; Rocca, Matteo - In: Operations research perspectives 5 (2018), pp. 113-119
The question we address is how robust solutions react to changes in the uncertainty set. We prove the location of robust solutions with respect to the magnitude of a possible decrease in uncertainty, namely when the uncertainty set shrinks, and convergence of the sequence of robust solutions. In...