This paper provides an overview of developments in robust optimization since 2007. It seeks
to give a representative picture of the research topics most explored in recent years …

While methods for optimization under uncertainty have been studied intensely over the past
decades, the explicit consideration of the interplay between uncertainty and time has gained …

Over the last two decades, robust optimization has emerged as a computationally attractive
approach to formulate and solve single-stage decision problems affected by uncertainty …

In this paper we propose a methodology for constructing decision rules for integer and
continuous decision variables in multiperiod robust linear optimization problems. This type …

Testifying to more than 10 years of academic and practical developments, this tutorial
attempts to provide a succinct yet unified view of the robust multistage decision-making …

Robust optimization is a young and emerging field of research having received a
considerable increase of interest over the last decade. In this paper, we argue that the …

The everlasting consumption of fossil fuels with limited reserves amid climate change and
environmental pollution arises public awareness of sustainable development, which calls for …

We study two-stage robust optimization problems with mixed discrete-continuous decisions
in both stages. Despite their broad range of applications, these problems pose two …

In this paper we consider ambiguous stochastic constraints under partial information
consisting of means and dispersion measures of the underlying random parameters …

We propose a new data-driven approach for addressing multistage stochastic linear
optimization problems with unknown distributions. The approach consists of solving a robust …