MP
2006
13 years 4 months ago
2006
We present a series of related robust optimization models for placing sensors in municipal water networks to detect contaminants that are maliciously or accidentally injected. We f...
COR
2008
13 years 4 months ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...