A double oracle approach to minmax regret optimization problems with interval data
نویسندگان
چکیده
منابع مشابه
A double oracle approach to minmax regret optimization problems with interval data
In this paper, we provide a generic anytime lower bounding procedure for minmax regret optimization problems. We show that the lower bound obtained is always at least as accurate as the lower bound recently proposed by Chassein and Goerigk [2]. The validity of the bound is based on game theoretic arguments and its computation is performed via a double oracle algorithm [6] that we specify. The l...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2017
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2017.04.058