Distributionally robust mixed integer linear programs: Persistency models with applications
نویسندگان
چکیده
منابع مشابه
Distributionally robust mixed integer linear programs: Persistency models with applications
In this paper, we review recent advances in the distributional analysis of mixed integer linear programs with random objective coefficients. Suppose that the probability distribution of the objective coefficients is incompletely specified and characterized through partial moment information. Conic programming methods have been recently used to find distributionally robust bounds for the expecte...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2014
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2013.07.009