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Theory and Applications of Two-Stage Robust Integer Problems


S. Richard

Semester Thesis, FS14 (10348)

Decision problems affected by uncertainty have applications in a wide range of areas from finance to air traffic control as shown in [3]. Therefore, these problems have been studied intensively in the past few years and several solutions have been developped to solve them. Robust optimization has shown successful results when applied to single and multi-stage problems subject to continuous recourse. It has recently been applied to twostage problems subject to integer recourse, by using K-adaptability. This method consists in reducing the set of second-stage solutions by selecting K possible policies here-andnow before committing to one of them after the uncertain parameters are observed. This paper aims to confirm the results that have been presented in previous papers by applying this method to several concrete problems. We will consider theory and application of K- adaptability applied to two-stage mixed integer problems with uncertainty in the objective function as well as problems with uncertainties in both the objective function and the constraints.


Type of Publication:

(13)Semester/Bachelor Thesis

A. Georghiou

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% Autogenerated BibTeX entry
@PhdThesis { Xxx:2014:IFA_4849
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