AUB ScholarWorks

Browsing Suliman S. Olayan School of Business (OSB) by Author "Georghiou, Angelos"

Browsing Suliman S. Olayan School of Business (OSB) by Author "Georghiou, Angelos"

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  • Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram (INFORMS Inst.for Operations Res.and the Management Sciences, 2020)
    Two-stage robust optimization problems, in which decisions are taken both in anticipation of and in response to the observation of an unknown parameter vector from within an uncertainty set, are notoriously challenging. ...
  • Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram (INFORMS Inst.for Operations Res.and the Management Sciences, 2019)
    Multistage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. ...

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