Two-stage robust optimization, state-space representable uncertainty and applications
The present paper addresses the class of two-stage robust optimization problems which can be formulated as mathematical programs with uncertainty on the right-hand side coefficients (RHS uncertainty). The wide variety of applications and the fact that many problems in the class have been shown to be NP-hard, motivates the search for efficiently solvable special cases. Accordingly, the first objective of the paper is to provide an overview of the most important applications and of various polynomial...