A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets

B.L. Gorissen, A. Ben-Tal, Hans Blanc and Dick Den Hertog
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B.L. Gorissen: Tilburg University, Center For Economic Research
A. Ben-Tal: Tilburg University, Center For Economic Research

No 2012-076, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: robust optimization; general convex uncertainty regions; linear conic optimization (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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Working Paper: A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets (2012)
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