Article ID: | iaor20127588 |
Volume: | 45 |
Issue: | 2 |
Start Page Number: | 101 |
End Page Number: | 129 |
Publication Date: | Apr 2011 |
Journal: | RAIRO - Operations Research |
Authors: | Maculan Nelson, Candia-Vjar Alfredo, lvarez-Miranda Eduardo |
Keywords: | minimax problem, regret theory, stochastic model |
Uncertainty in optimization is not a new ingredient. Diverse models considering uncertainty have been developed over the last 40 years. In our paper we essentially discuss a particular uncertainty model associated with combinatorial optimization problems, developed in the 90's and broadly studied in the past years. This approach named