Probabilistic Guarantees in Robust Optimization
نویسندگان
چکیده
We develop a general methodology for deriving probabilistic guarantees solutions of robust optimization problems. Our analysis applies broadly to any convex compact uncertainty set and c...
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ژورنال
عنوان ژورنال: Siam Journal on Optimization
سال: 2021
ISSN: ['1095-7189', '1052-6234']
DOI: https://doi.org/10.1137/21m1390967