A bicriteria approach to robust optimization
نویسندگان
چکیده
منابع مشابه
A bicriteria approach to robust optimization
The classic approach in robust optimization is to optimize the solution with respect to the worst case scenario. This pessimistic approach yields solutions that perform best if the worst scenario happens, but also usually perform bad on average. A solution that optimizes the average performance on the other hand lacks in worst-case performance guarantee. In practice it is important to find a go...
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ژورنال
عنوان ژورنال: Computers & Operations Research
سال: 2016
ISSN: 0305-0548
DOI: 10.1016/j.cor.2015.08.007