Research Article

Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems

Table 6

The of different models.

Period (L/Day)30Increase60Increase90Increase

Equal weight method0.351400.375800.39850
TS-MIP model0.41870.06730.42560.04980.43670.0382
TS-RO model0.42600.07460.46350.08770.47190.0734