GOM Seminar: Marcio Costa Santos, Friday, September 23rd 2016 – Approximation methods for a class of robust optimization problems
Date: September, 23rd, 11h30 Place: ULB Bruxelles Abstract: Multistage optimization problems under uncertainty have attracted interest from both the theoretical and the practical level and robust optimization stands among the most established methodologies for dealing with such problems. In robust optimization, we look for a solution that optimizes the objective…