Dimitris Bertsimas, Melvyn Sim, Meilin Zhang, Adaptive Distributionally Robust Optimization, Management Science, Vol. 65, No. 2 (February 2019), pp. 604-618 ...

We describe a two-stage robust optimization approach for solving network flow and design problems with uncertain demand. In two-stage network optimization, one defers a subset of the flow decisions ...

Conclusions Accounting for uncertainties in the optimization process resulted in designs that are less sensitive to uncertainties. The standard deviation of the choke mass flow was reduced by 33% and ...

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