Globalized Robust Optimization for Nonlinear Uncertain Inequalities

A. Ben-Tal, Ruud Brekelmans, Dick Den Hertog and J.P. Vial

No 2015-031, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: robust optimization; globalized robust counterpart; constraint violations (search for similar items in EconPapers)
Date: 2015
New Economics Papers: this item is included in nep-ore and nep-upt
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Journal Article: Globalized Robust Optimization for Nonlinear Uncertain Inequalities (2017)
Working Paper: Globalized Robust Optimization for Nonlinear Uncertain Inequalities (2015)
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