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Published in 2020 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-019-01609-5
Abstract: In this paper, by virtue of the image space analysis, we investigate general scalar robust optimization problems with uncertainties both in the objective and constraints. Under mild assumptions, we characterize various robust solutions for different…
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Keywords:
robustness uncertain;
space analysis;
optimization;
image space ... See more keywords