Optimal here and now decisions of multi stage robust optimisation
Optimale hier en nu beslissingen in multi stadia robuuste optimalisatie
J. Heslenfeld (TU Delft - Electrical Engineering, Mathematics and Computer Science)
K.S. Postek – Mentor (TU Delft - Discrete Mathematics and Optimization)
W.G.M. Groenevelt – Graduation committee member (TU Delft - Analysis)
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Abstract
Robust optimisation is shown to be extremely important in a wide range of applications including real life. Many research projects are dedicated to this relatively young and active research field and show the significant value of robust optimisation. Since many researchers have developed complex methods dedicated to robust optimisation, the aim of this project is to find out whether or not these complex methods were helpful or that the same or even better results could have been obtained with rather simpler methods. This is done by analysing one famous paper about multi-stage robust optimisation and comparing the ”here and now” decisions of this approach with the ”here and now” decisions of a much simpler method.