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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| المؤلفون الرئيسيون: | , , , |
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| التنسيق: | text |
| اللغة: | English |
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Institutional Knowledge at Singapore Management University
2014
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| الموضوعات: | |
| الوصول للمادة أونلاين: | 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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| المؤسسة: | Singapore Management University |
| اللغة: | English |