Stability and Robustness: Reliability in the World of Uncertainty
Stability and Robustness: Reliability in the World of Uncertainty
Stability and Robustness: Reliability in the World of Uncertainty
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Outl<strong>in</strong>eThe <strong>World</strong> <strong>of</strong> Uncerta<strong>in</strong>tyRobust Optimization<strong>Stability</strong> AnalysisConclusionThe Robust Spann<strong>in</strong>g Tree ProblemAssume that with each edge e = ij ∈ E we associate a cost <strong>in</strong>terval[l ij , u ij ], 0 < l ij < u ij , i.e. For each edge ij ∈ E its cost c ij is notfixed <strong>and</strong> belongs to [l ij , u ij ].The total cost c T <strong>of</strong> spann<strong>in</strong>g tree T ∈ T G is def<strong>in</strong>ed as:c T := ∑ij∈E Tc ij .A scenario s ∈ S is a particular realization <strong>of</strong> <strong>the</strong> edge costs taken<strong>the</strong>ir values from associated <strong>in</strong>tervals.Yury Nikul<strong>in</strong><strong>Stability</strong> <strong>and</strong> <strong>Robustness</strong>: <strong>Reliability</strong> <strong>in</strong> <strong>the</strong> <strong>World</strong> <strong>of</strong> Uncerta<strong>in</strong>ty
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