Management Science and Financial Engineering

The Korean Operations Research and Management Science Society (한국경영과학회)
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Robust Optimization: Concise Review of Current Status and Issues

  • Received : 2015.04.04
  • Accepted : 2015.06.22
  • Published : 2015.11.30
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Abstract

This paper gives a brief review of the theory and applications of the robust optimization. Major issues including tractability, relations with relevant optimization frameworks, and dynamic robust optimization are addressed and future research directions are presented.

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References

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