Corpus ID: 28671736

Lecture 2 Robust Linear Optimization and Chance Constraints 2 . 1 How to Specify an Uncertainty Set

@inproceedings{2010Lecture2R,
  title={Lecture 2 Robust Linear Optimization and Chance Constraints 2 . 1 How to Specify an Uncertainty Set},
  author={},
  year={2010}
}
  • Published 2010
The question posed in the title of this section goes beyond general-type theoretical considerations — this is mainly a modeling issue that should be resolved on the basis of application-driven considerations. There is however a special case where this question makes sense and can, to some extent, be answered — this is the case where our goal is not to build an uncertainty model “from scratch,” but rather to translate an already existing uncertainty model, namely, a stochastic one, to the… Expand

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