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Reducing conservatism in robust optimization

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  • Roos, Ernst

    (Tilburg University, School of Economics and Management)

  • den Hertog, Dick

    (Tilburg University, School of Economics and Management)

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  • Roos, Ernst & den Hertog, Dick, 2019. "Reducing conservatism in robust optimization," Other publications TiSEM ad0238cd-de7a-4366-b487-b, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:ad0238cd-de7a-4366-b487-be577584669e
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    References listed on IDEAS

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    2. Wenqing Chen & Melvyn Sim & Jie Sun & Chung-Piaw Teo, 2010. "From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization," Operations Research, INFORMS, vol. 58(2), pages 470-485, April.
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    5. Gorissen, Bram L. & den Hertog, Dick, 2013. "Robust counterparts of inequalities containing sums of maxima of linear functions," European Journal of Operational Research, Elsevier, vol. 227(1), pages 30-43.
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