DOI QR코드

DOI QR Code

Robust Optimization: Concise Review of Current Status and Issues

Park, Kyungchul

  • 투고 : 2015.04.04
  • 심사 : 2015.06.22
  • 발행 : 2015.11.30

초록

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.

키워드

Robust Optimization;Stochastic Optimization;Survey

참고문헌

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