Empirical comparison of robust, data driven and stochastic optimization

Includes bibliographical references (leaf 49). === Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2008. === In this thesis, we compare computationally four methods for solving optimization problems under uncertainty: * Robust Optimization (RO)...

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Bibliographic Details
Main Author: Wang, Yanbo, S.M. Massachusetts Institute of Technology
Other Authors: Dimitris J. Bertsimas.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2009
Subjects:
Online Access:http://hdl.handle.net/1721.1/45286