Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions

B.L. Gorissen and Dick Den Hertog
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B.L. Gorissen: Tilburg University, Center For Economic Research

No 2011-115, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: robust optimization; sum of maxima of linear functions; biaffine uncertainty; robust conic quadratic constraints (search for similar items in EconPapers)
Date: 2011
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