Conditions under which adjustability lowers the cost of a robust linear program
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DOI: 10.1007/s10479-018-2954-4
Abstract: The adjustable robust counterpart (ARC) of an uncertain linear program extends the robust counterpart (RC) by allowing some decision variables to adjust to the realizations of some uncertain parameters. The ARC may produce a less… read more here.
Keywords: adjustability lowers; adjustability; conditions adjustability; robust counterpart ... See more keywords