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Robustness in combinatorial optimization and scheduling theory: An annotated bibliography

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  • Nikulin, Yury V.

Abstract

This short annotated bibliography focuses on what has been published during the last ten years in the area of combinatorial optimization and scheduling theory concerning robustness and other similar techniques that deal with worst case optimization under uncertainty and non-accuracy of problem data.

Suggested Citation

  • Nikulin, Yury V., 2004. "Robustness in combinatorial optimization and scheduling theory: An annotated bibliography," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 583, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    • Handle: RePEc:zbw:cauman:583
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    References listed on IDEAS

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    1. Levin, Andrew T. & Williams, John C., 2003. "Robust monetary policy with competing reference models," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 945-975, July.
    2. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    3. Giannoni, Marc P., 2002. "Does Model Uncertainty Justify Caution? Robust Optimal Monetary Policy In A Forward-Looking Model," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 111-144, February.
    4. Laurent El Ghaoui & Maksim Oks & Francois Oustry, 2003. "Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach," Operations Research, INFORMS, vol. 51(4), pages 543-556, August.
    5. Scholl, Armin, 2000. "Robuste Planung und Optimierung: Grundlagen, Konzepte und Methoden; experimentelle Untersuchungen," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 9373, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    6. Lutgens, F. & Sturm, J.F., 2002. "Robust One Period Option Modelling," Discussion Paper 2002-114, Tilburg University, Center for Economic Research.
    7. John M. Mulvey & Robert J. Vanderbei & Stavros A. Zenios, 1995. "Robust Optimization of Large-Scale Systems," Operations Research, INFORMS, vol. 43(2), pages 264-281, April.
    8. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    9. D. Goldfarb & G. Iyengar, 2003. "Robust Portfolio Selection Problems," Mathematics of Operations Research, INFORMS, vol. 28(1), pages 1-38, February.
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    1. Nikulin, Yury, 2005. "Simulated annealing algorithm for the robust spanning tree problem," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 591, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    2. Nikulin, Yury, 2005. "Solving the robust shortest path problem with interval data using a probabilistic metaheuristic approach," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 597, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    3. Dorndorf, Ulrich & Drexl, Andreas & Nikulin, Yury & Pesch, Erwin, 2005. "Flight gate scheduling: State-of-the-art and recent developments," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 584, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.

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