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OPTIMIZATION UNDER DECISION-DEPENDENT UNCERTAINTY

Nohadani, O; Sharma, K

Nohadani, O (reprint author), Northwestern Univ, Dept Ind Engn & Management Sci, Evanston, IL 60208 USA.

SIAM JOURNAL ON OPTIMIZATION, 2018; 28 (2): 1773

Abstract

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties ......

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