Robust decision making under risk management
From apppm
References
- Robert J. Lempert, David G. Groves, Steven W. Popper, Steve C. Bankes, (2006) A General, Analytic Method for Generating Robust Strategies and Narrative Scenarios. Management Science 52(4):514-528.
- Kouvelis, Panos. Robust discrete optimization and its applications
- AXELOS, and Cabinet Office. Managing Successful Programmes 2011 Edition. London: The Stationery Office Ltd, 2011.
- Dimitris BertsimasAurélie Thiele. Robust and Data-Driven Optimization: Modern Decision Making Under Uncertainty. In INFORMS TutORials in Operations Research. Published online: 14 Oct 2014; 95-122.
