Research Article
Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems
| Period (L/Day) | 30 | Increase | 60 | Increase | 90 | Increase |
| Equal weight method | 0.3514 | 0 | 0.3758 | 0 | 0.3985 | 0 | TS-MIP model | 0.4187 | 0.0673 | 0.4256 | 0.0498 | 0.4367 | 0.0382 | TS-RO model | 0.4260 | 0.0746 | 0.4635 | 0.0877 | 0.4719 | 0.0734 |
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