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Minmax regret solutions for minimax optimization problems with uncertainty. (English) Zbl 0988.90026
Summary: We propose a general approach for finding minmax regret solutions for a class of combinatorial optimization problems with an objective function of minimax type and uncertain objective function coefficients. The approach is based on reducing a problem with uncertainty to a number of problems without uncertainty. The method is illustrated on bottleneck combinatorial optimization problems, minimax multifacility location problems and maximum weighted tardiness scheduling problems with uncertainty.

MSC:
90C27 Combinatorial optimization
90C31 Sensitivity, stability, parametric optimization
90C35 Programming involving graphs or networks
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