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[Poi13] A Note on discrete robust optimization without the full recourse property
Rapport Scientifique : Date de dépot: 2013/01/29, Nb pages 6, (Tech. Rep.: CEDRIC-13-2703)Mots clés: Robust Optimization, Linear Programming
Résumé:
In this note, we consider a robust optimization problem that doesn't satisfy the full recourse property, and we prove that we can consider a equivalent problem satisfying the full recourse property.
Equipe:
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BibTeX
| @techreport { | |||
| Poi13, | |||
| title | = | "{A Note on discrete robust optimization without the full recourse property}", | |
| author | = | "P. Poirion", | |
| number | = | "{CEDRIC-13-2703}", | |
| institution | = | "{CEDRIC laboratory, CNAM-Paris, France}", | |
| date | = | {29-01-2013}, | |
| pages | = | "6", | |
| } | |||
