Robust Optimization with Multiple Intervals (Rapporti tecnici/preprint/working paper)

Type
Label
  • Robust Optimization with Multiple Intervals (Rapporti tecnici/preprint/working paper) (literal)
Anno
  • 2012-01-01T00:00:00+01:00 (literal)
Alternative label
  • Sara Mattia (2012)
    Robust Optimization with Multiple Intervals
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Sara Mattia (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#altreInformazioni
  • IASI-CNR, R. 12-07 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Sara Mattia. Istituto di analisi dei sistemi ed informatica (IASI) \"Antonio Ruberti\", Consiglio Nazionale delle Ricerche (CNR) (literal)
Titolo
  • Robust Optimization with Multiple Intervals (literal)
Abstract
  • In this paper a generalization of the robust optimization framework proposed by Bertsimas and Sim is presented. The proposed model is based on the reasonable assumption that not all the data realizations occur with the same probability, but some of them are more likely to occur than others. The probabilistic and complexity properties of the original framework are generalized to the new model. (literal)
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