Stability and Robustness: Reliability in the World of Uncertainty

Classical approachKouvelis P. and Yu G. (1997). Robust discrete optimization and itsapplications. Kluwer Academic Publishers, Norwell, M.A.A comprehensive treatment of the state of the art (up to 1997) inrobust discrete optimization and extensive references arepresented in this work. However, there still are more open problemsthan solved ones. Most of the known results correspond toscenario-represented models of uncertainty, i.e. where there existsa finite number of possible scenarios each of which is givenexplicitly by listing the corresponding values of parameters. It isshown that most classical polynomially solvable combinatorialoptimization problems loose this nice property and become NPhardin a robust version with scenario-represented uncertainty.16/04/2009 Yury Nikulin, Sensitivity analysis 6