Robust optimization under multiband uncertainty
نویسندگان
چکیده
We provide an overview of the main results that we obtained studying uncertain mixed integer linear programs when the uncertainty is represented through the new multiband model [4]. Such model extends and refines the classical one proposed by Bertsimas and Sim [2] and is particularly suitable in the common case of arbitrary non-symmetric distributions of the uncertainty. Our investigations were inspired by the practical needs of our industrial partners in the German research project ROBUKOM [8].
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