Monday, 15:15 - 15:40 h, Room: H 3503


Phantipa Thipwiwatpotjana
Pessimistic, optimistic, and min-max regret approaches for linear programs under uncertainty

Coauthor: Weldon A. Lodwick


Uncertain data appearing as parameters in linear programs can be categorized variously. However, most theoretical approaches and models limit themselves to the analysis involving merely one kind of uncertainty within a problem. This paper presents reasonable methods for handling linear programs with mixed uncertainties which also preserve all details about uncertain data. We show how to handle mixed uncertainties which lead to optimistic, pessimistic, and minimax regret in optimization criteria.


Talk 1 of the contributed session Mon.3.H 3503
"Extensions of robust optimization approaches" [...]
Cluster 20
"Robust optimization" [...]


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