Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems

Table 5

of the model under different time window lengths.

Period (L/DAY)	30	Increase	60	Increase	90	Increase
Equal weight method	0.4514	0	0.4758	0	0.4985	0
TS-MIP model	0.4904	0.0390	0.5012	0.0254	0.5176	0.0191
TS-RO model	0.5397	0.0883	0.5578	0.0820	0.5810	0.0825