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Operations-Research-Science/Ebook-An_introduction_to_robust_optimization
《鲁棒优化入门》是应「运筹OR帷幄」公众号之邀而撰写的鲁棒优化入门读物。版权为全体编者所有。 本书首先介绍了经典鲁棒优化和分布鲁棒优化的基本内容。随后介绍了多阶段问题及如何运用线性决策规则和鲁棒优化对多阶段问题近似求解。同时也囊括了鲁 ...
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