Two-Stage robust optimization problems with two-stage uncertainty

Marc Goerigk, Stefan Lendl and Lasse Wulf

European Journal of Operational Research, 2022, vol. 302, issue 1, 62-78

Abstract: We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty set. Afterwards, the decision maker can react to this scenario by completing the partial first-stage solution to a full solution.

Keywords: Robustness and sensitivity analysis; Robust optimization; Combinatorial optimization; Budgeted uncertainty; Multistage optimization (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0377221721011024
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:302:y:2022:i:1:p:62-78

DOI: 10.1016/j.ejor.2021.12.046

Access Statistics for this article

European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

More articles in European Journal of Operational Research from Elsevier
Bibliographic data for series maintained by Catherine Liu ().