Mixed-Integer Programming Subject to Uncertain Data
Pfeuffer, Frank![Mixed-Integer Programming Subject to Uncertain Data](https://support.digitalhusky.com/media/annotations/sorted/200/20071019/CHSBZCOP0320071019.jpg)
AbstractThe here presented thesis deals with optimization problems where the underlying problem data are subject to uncertainty. Sources of data uncertainty in practical problems are manifold, and so are the ways to model uncertainty in a mathematical programming context. The position taken in this thesis is that the underlying problem is a linear or mixedinteger program where some part of the problem data, e.g., the constraint matrix, is desc...