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Making a case for robust optimization models
Dawei Bai
, Tamra Carpenter
,
John Mulvey
Operations Research & Financial Engineering
Bendheim Center for Finance
Center for Statistics & Machine Learning
Research output
:
Contribution to journal
›
Article
›
peer-review
106
Scopus citations
Overview
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Keyphrases
Robust Optimization
100%
Utility Function
50%
Linear Programming
50%
Risk-averse
50%
Decision Maker
50%
Financial Planning
50%
Stochasticity
50%
Robust Solution
50%
Telecommunications
50%
Optimization Search
50%
Concave Utility
50%
Discrete Scenarios
50%
Piecewise Linearization
50%
Mathematics
Stochastics
100%
Utility Function
100%
Linear Program
100%
Decision Maker
100%
Social Sciences
Stochastics
100%
Optimization Model
100%
Decision Maker
100%
Financial Planning
100%
Computer Science
Robust Optimization
100%
Utility Function
50%
Linear Program
50%
Decision Maker
50%
Financial Planning
50%
Robust Solution
50%
Economics, Econometrics and Finance
Robust Statistics
100%
Utility Function
50%