JOURNAL ARTICLE

Scenario relaxation algorithm for finite scenario-based min–max regret and min–max relative regret robust optimization

Tiravat AssavapokeeMatthew J. RealffJane C. AmmonsI‐Hsuan Hong

Year: 2006 Journal:   Computers & Operations Research Vol: 35 (6)Pages: 2093-2102   Publisher: Elsevier BV
Keywords:
Regret Mathematical optimization Robust optimization Ambiguity Linear programming Relaxation (psychology) Mathematics Stochastic programming Key (lock) Optimal decision Computer science Algorithm Decision tree Data mining Statistics

Metrics

58
Cited By
1.61
FWCI (Field Weighted Citation Impact)
15
Refs
0.83
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Risk and Portfolio Optimization
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Optimization and Mathematical Programming
Physical Sciences →  Engineering →  Control and Systems Engineering
Water resources management and optimization
Physical Sciences →  Engineering →  Ocean Engineering

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