WebOct 1, 2024 · Yet this latter approach requires the uncertainty set to be the budgeted uncertainty set from Bertsimas and Sim (2003) and hardly handles any instance when K grows above 3. WebJul 4, 2024 · In this paper, we introduce a novel robust counterpart model based on the well-known budgeted uncertainty set, which has advantageous features in comparison to other formulations and presents ...
Robust Earth Observation Satellite Scheduling With Uncertainty …
WebFeb 16, 2024 · We show that affine policies give an O (log n log log n)-approximation for the two-stage, adjustable, robust problem with fixed nonnegative recourse for budgeted uncertainty sets. This matches the hardness of approximation, and therefore, surprisingly, affine policies provide an optimal approximation for the problem (up to a constant factor). WebJul 24, 2024 · In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is … riverfront park disc golf minneapolis
Robust scheduling with budgeted uncertainty Request PDF
WebNov 17, 2024 · Budgeting in an Age of Uncertainty. For most businesses, the days of steady, predictable revenue and earnings growth are long gone. Volatility and uncertainty are the name of the game now, a fact that the … Web(a) Optimal Approximation for Budget of Uncertainty Sets. We show that a ne pol-icy gives an optimal approximation for the two-stage adjustable robust problem for budgeted uncertainty sets. In particular, a ne policy gives an O(logn loglogn)-approximation to the two-stage adjustable problem (1.1) where Uis a budget of uncertainty set (1.2). WebMay 31, 2024 · In this work we study min max robust scheduling problems assuming that the processing times can take any value in the budgeted uncertainty set introduced by … smith \u0026 wesson historical foundation