Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
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DOI:
10.1137/17m1115046
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发表时间:
2018-08
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通讯作者:
M. Bansal;Kuo-Ling Huang;Sanjay Mehrotra
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文献类型:
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作者:
M. Bansal;Kuo-Ling Huang;Sanjay Mehrotra
In this paper, we introduce and study a two-stage distributionally robust mixed binary problem (TSDR-MBP) in which the random parameters follow the worst-case distribution belonging to an uncertain...