{
  "id": "1006.1818",
  "version": "v1",
  "published": "2010-06-09T14:39:21.000Z",
  "updated": "2010-06-09T14:39:21.000Z",
  "title": "First order dependence on uncertainty sets in robust optimization",
  "authors": [
    "C. H. Jeffrey Pang"
  ],
  "comment": "25 pages, 3 figures",
  "categories": [
    "math.OC"
  ],
  "abstract": "We show that a first order problem can approximate solutions of a robust optimization problem when the uncertainty set is scaled, and explore further properties of this first order problem.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-06-09T14:39:21.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "90C31",
      "93D09",
      "49J53"
    ],
    "keywords": [
      "first order dependence",
      "uncertainty set",
      "first order problem",
      "robust optimization problem",
      "approximate solutions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 25,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1006.1818P"
    }
  }
}