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Forward and Backward Deviation Measures and Robust Optimization

Forward and Backward Deviation Measures and Robust Optimization. Peng Sun (Duke) with Xin Chen (UIUC) and Melvyn Sim (NUS). Agenda. Overview of Robust Optimization Forward and Backward Deviation Measures Uncertainty Sets and Probability Bounds Conclusions. Uncertain linear constraints.

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Backward deviation - PowerPoint PPT Presentation

Forward and Backward Deviation Measures and Robust Optimization