Robust Optimization: Concise Review of Current Status and Issues

Park, Kyungchul

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


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.


Robust Optimization;Stochastic Optimization;Survey


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