Distributionally robust mixed integer linear programs: Persistency models with applications
In this paper, we review recent advances in the distributional analysis of mixed integer linear programs with random objective coefficients. Suppose that the probability distribution of the objective coefficients is incompletely specified and characterized through partial moment information. Conic p...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2014
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/3629 https://ink.library.smu.edu.sg/context/lkcsb_research/article/4628/viewcontent/Distributionally_robust_mixed_integer_linear_programs__Persistenc.pdf |
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| Institution: | Singapore Management University |
| Language: | English |