On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints

Holger Berthold, Holger Heitsch, René Henrion, Jan Schwientek. On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints. Math. Meth. of OR, 96(1):1-37, 2022. [doi]

Authors

Holger Berthold

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Holger Heitsch

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René Henrion

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Jan Schwientek

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