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NTIS 바로가기Management science and financial engineering : MSFE, v.21 no.2, 2015년, pp.1 - 8
Park, Kyungchul (Department of Business Administration, Myongji University)
This paper gives a brief review of the theory and applications of the robust optimization. Major issues including tractability, relations with relevant optimization frameworks, and dynamic robust optimization are addressed and future research directions are presented....
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