Robust linear programming (RLP) is a form of linear programming that aims to find solutions that are feasible and optimal for a range of possible scenarios, rather than a single deterministic ...

We consider a class of robust optimization problems that we call “robust-to-dynamics optimization” (RDO). The input to an RDO problem is twofold: (i) a mathematical program (e.g., an LP, SDP, IP, etc.

When choosing the best uncertainty set for robust linear programming, there is no one-size-fits-all answer. Consider the availability and quality of data, the complexity and tractability of the ...