H. Aissi, C. Bazgan, and D. Vanderpooten, General approximation schemes for min???max (regret) versions of some (pseudo-)polynomial problems, Discrete Optimization, vol.7, issue.3, pp.136-148, 2010.
DOI : 10.1016/j.disopt.2010.03.004

URL : https://doi.org/10.1016/j.disopt.2010.03.004

A. Agra, M. Christiansen, and A. Delgado, Mixed Integer Formulations for a Short Sea Fuel Oil Distribution Problem, Transportation Science, vol.47, issue.1, pp.108-124, 2013.
DOI : 10.1287/trsc.1120.0416

M. Agra, R. M. Christiansen, L. M. Figueiredo, M. Hvattum, C. Poss et al., The robust vehicle routing problem with time windows, Computers & Operations Research, vol.40, issue.3, pp.856-866, 2013.
DOI : 10.1016/j.cor.2012.10.002

URL : https://hal.archives-ouvertes.fr/hal-00916976

A. Ardestani-jaafari and E. Delage, Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems, Operations Research, vol.64, issue.2, 2016.
DOI : 10.1287/opre.2016.1483

P. Alimonti and V. Kann, Some APX-completeness results for cubic graphs, Theoretical Computer Science, vol.237, issue.1-2, pp.123-134, 2000.
DOI : 10.1016/S0304-3975(98)00158-3

URL : https://doi.org/10.1016/s0304-3975(98)00158-3

B. Analui, G. Ch, and . Pflug, On distributionally robust multiperiod stochastic optimization, Computational Management Science, vol.100, issue.1, pp.197-220, 2014.
DOI : 10.1007/BF01448847

URL : https://edoc.hu-berlin.de/bitstream/18452/3718/1/3.pdf

J. Ayoub and M. Poss, Decomposition for adjustable robust linear optimization subject to uncertainty polytope, Computational Management Science, vol.41, issue.5, pp.219-239, 2016.
DOI : 10.1023/A:1024700901538

URL : https://hal.archives-ouvertes.fr/hal-01301374

C. [. Agra and . Requejo, The linking set problem: a polynomial special case of the multiple-choice knapsack problem, Journal of Mathematical Sciences, vol.183, issue.4, pp.919-929, 2009.
DOI : 10.1007/978-3-540-24777-7

A. Agra, M. C. Santos, D. Nace, and M. Poss, A Dynamic Programming Approach for a Class of Robust Optimization Problems, SIAM Journal on Optimization, vol.26, issue.3, pp.1799-1823, 2016.
DOI : 10.1137/15M1007070

URL : https://hal.archives-ouvertes.fr/hal-01356655

H. Ay¸segülay¸segül-alt?n, . Yaman, C. ¸. Mustafa, and . P?nar, Performance Models and Risk Management in Communications Systems, chapter A Hybrid Polyhedral Uncertainty Model for the Robust Network Loading Problem, pp.157-172, 2011.

F. Baumann, C. Buchheim, and A. Ilyina, Lagrangean decomposition for mean-variance combinatorial optimization, Combinatorial Optimization -Third International Symposium, ISCO 2014, pp.62-74, 2014.
DOI : 10.1007/978-3-319-09174-7_6

A. Billionnet, M. Costa, and P. Poirion, 2-stage robust MILP with continuous recourse variables, Discrete Applied Mathematics, vol.170, pp.21-32, 2014.
DOI : 10.1016/j.dam.2014.01.017

URL : https://hal.archives-ouvertes.fr/hal-00968777

A. Peter-brucker, R. H. Drexl, K. Möhring, E. Neumann, and . Pesch, Resource-constrained project scheduling: Notation, classification, models, and methods, European Journal of Operational Research, vol.112, issue.1, pp.3-41, 1999.
DOI : 10.1016/S0377-2217(98)00204-5

C. Büsing, F. D. Andreagiovanni, and A. Raymond, Robust optimization under multiband uncertainty, 12th Cologne-Twente Workshop on Graphs and Combinatorial Optimization, pp.35-38, 2013.

D. Bertsimas and V. Goyal, On the power and limitations of affine policies in two-stage adaptive optimization, Mathematical Programming, vol.55, issue.2, pp.491-531, 2012.
DOI : 10.1109/TAC.2010.2046053

A. Ben-tal, A. Goryashko, E. Guslitzer, and A. Nemirovski, Adjustable robust solutions of uncertain linear programs, Mathematical Programming, vol.99, issue.2, pp.351-376, 2004.
DOI : 10.1007/s10107-003-0454-y

P. Dimitri, . Bertsekas, G. Robert, P. Gallager, and . Humblet, Data networks, 1992.

A. Ben-tal, B. Golany, A. Nemirovski, and J. Vial, Retailer-supplier flexible commitments contracts: A robust optimization approach . Manufacturing & Service Operations Management, pp.248-271, 2005.
DOI : 10.1287/msom.1050.0081

URL : http://www2.isye.gatech.edu/~nemirovs/MSOM_05.pdf

D. Bertsimas, D. A. Iancu, and P. A. Parrilo, Optimality of Affine Policies in Multistage Robust Optimization, Mathematics of Operations Research, vol.35, issue.2, pp.363-394, 2010.
DOI : 10.1287/moor.1100.0444

URL : http://web.mit.edu/dbertsim/www/papers/Robust%20Optimization/Optimality%20of%20Affine%20Policies%20in%20Multistage%20Robust%20Optimization.pdf

R. John, F. Birge, and . Louveaux, Introduction to stochastic programming . Springer series in operations research, 1997.

R. John, F. Birge, and . Louveaux, Introduction to Stochastic Programming, 2011.

V. Sergio, . Bruno, A. Leonardo, W. Moraes, and . Oliveira, Optimization techniques for the brazilian natural gas network planning problem, Energy Systems, pp.1-21, 2015.

A. Ben-tal and A. Nemirovski, Robust Convex Optimization, Mathematics of Operations Research, vol.23, issue.4
DOI : 10.1287/moor.23.4.769

[. Bienstock and N. Ozbay, Computing robust basestock levels. Discrete Optimization, pp.389-414, 2008.
DOI : 10.1016/j.disopt.2006.12.002

URL : https://doi.org/10.1016/j.disopt.2006.12.002

D. Bertsimas and M. Sim, Robust discrete optimization and network flows, Mathematical Programming, vol.98, issue.1-3, pp.49-71, 2003.
DOI : 10.1007/s10107-003-0396-4

URL : http://www.bschool.nus.edu/staff/dscsimm/docs/rodiscrete.pdf

D. Bertsimas and M. Sim, The Price of Robustness, Operations Research, vol.52, issue.1, pp.35-53, 2004.
DOI : 10.1287/opre.1030.0065

H. Beyer and B. Sendhoff, Robust optimization ??? A comprehensive survey, Computer Methods in Applied Mechanics and Engineering, vol.196, issue.33-34, pp.33-343190, 2007.
DOI : 10.1016/j.cma.2007.03.003

D. Bertsimas and A. Thiele, A Robust Optimization Approach to Inventory Theory, Operations Research, vol.54, issue.1, pp.150-168, 2006.
DOI : 10.1287/opre.1050.0238

URL : http://web.mit.edu/dbertsim/www/papers/Robust%20Optimization/A%20Robust%20Optimization%20Approach%20to%20Inventory%20Theory.pdf

L. [. Ben-tal, A. S. Ghaoui, and . Nemirovski, Robust Optimization, Princeton Series in Applied Mathematics, 2009.
DOI : 10.1515/9781400831050

F. Gregory, E. Cooper, and . Herskovits, A bayesian method for the induction of probabilistic networks from data, Machine Learning, pp.309-347, 1992.

[. Ibm, A. M. Campbell, and B. W. Thomas, 5 Reference Manual Probabilistic traveling salesman problem with deadlines, Transportation Science, vol.42, issue.1, pp.1-21, 2008.

M. Chang, Y. Tseng, and J. Chen, A scenario planning approach for the flood emergency logistics preparation problem under uncertainty, Transportation Research Part E: Logistics and Transportation Review, vol.43, issue.6, pp.737-754, 2007.
DOI : 10.1016/j.tre.2006.10.013

E. Delage and Y. Ye, Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems, Operations Research, vol.58, issue.3, pp.595-612, 2010.
DOI : 10.1287/opre.1090.0741

URL : http://www.stanford.edu/~yyye/distRobOpt_OR_rev0.pdf

E. Erdogan and G. Iyengar, Ambiguous chance constrained problems and robust optimization, Mathematical Programming, vol.107, issue.1-2, pp.37-61, 2006.
DOI : 10.1007/s10107-005-0678-0

[. Gorenstin, . Nm-campodonico, M. Costa, and . Pereira, Power system expansion planning under uncertainty, IEEE Transactions on Power Systems, vol.8, issue.1, pp.129-136, 1993.
DOI : 10.1109/59.221258

L. Bram, D. Gorissen, and . Hertog, Robust counterparts of inequalities containing sums of maxima of linear functions, European Journal of Operational Research, vol.227, issue.1, pp.30-43, 2013.

E. Gelenbe and G. Hébrail, A probability model of uncertainty in data bases, 1986 IEEE Second International Conference on Data Engineering, pp.328-333, 1986.
DOI : 10.1109/ICDE.1986.7266237

Y. Gang and Y. Jian, On the robust shortest path problem, Computers & OR, vol.25, issue.6, pp.457-468, 1998.

N. Growe-kuska, H. Heitsch, and W. Romisch, Scenario reduction and scenario tree construction for power management problems, 2003 IEEE Bologna Power Tech Conference Proceedings,, p.7, 2003.
DOI : 10.1109/PTC.2003.1304379

URL : http://www.matheon.de/preprints/127.pdf

M. Grötschel, L. Lovász, and A. Schrijver, Geometric Algorithms and Combinatorial Optimization, 1993.

Y. Guan and A. Miller, A Polynomial Time Algorithm for the Stochastic Uncapacitated Lot-Sizing Problem with Backlogging, pp.450-462, 2008.
DOI : 10.1007/978-3-540-68891-4_31

URL : https://hal.archives-ouvertes.fr/hal-00387101

V. Gabrel, C. Murat, and A. Thiele, Recent advances in robust optimization: An overview, European Journal of Operational Research, vol.235, issue.3, pp.471-483, 2014.
DOI : 10.1016/j.ejor.2013.09.036

URL : https://hal.archives-ouvertes.fr/hal-01495346

M. Godet, The Art of Scenarios and Strategic Planning, Technological Forecasting and Social Change, vol.65, issue.1, pp.3-22, 2000.
DOI : 10.1016/S0040-1625(99)00120-1

E. Guslitser, Uncertainty-immunized solutions in linear programming, 2002.

L. Bram and . Gorissen, ? Ihsan Yan?ko? glu, and Dick den Hertog. A practical guide to robust optimization, Omega, vol.53, pp.124-137, 2015.

K. Huang and S. Ahmed, The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty, Operations Research, vol.57, issue.4, pp.893-904, 2009.
DOI : 10.1287/opre.1080.0623

URL : https://edoc.hu-berlin.de/bitstream/18452/3621/1/15.pdf

Y. Huang, C. Chen, and Y. Fan, Multistage optimization of the supply chains of biofuels, Transportation Research Part E: Logistics and Transportation Review, vol.46, issue.6, pp.820-830, 2010.
DOI : 10.1016/j.tre.2010.03.002

K. Kjetil, A. Haugen, . Løkketangen, L. David, and . Woodruff, Progressive hedging as a meta-heuristic applied to stochastic lot-sizing, European Journal of Operational Research, vol.132, issue.1, pp.116-122, 2001.

H. Oscar, C. E. Ibarra, and . Kim, Fast approximation algorithms for the knapsack and sum of subset problems, J. ACM, vol.22, issue.4, pp.463-468, 1975.

T. Ibaraki and N. Katoh, Resource Allocation Problems: Algorithmic Approaches, 1988.

D. A. Iancu, M. Sharma, and M. Sviridenko, Supermodularity and Affine Policies in Dynamic Robust Optimization, Operations Research, vol.61, issue.4, pp.941-956, 2013.
DOI : 10.1287/opre.2013.1172

URL : http://www2.warwick.ac.uk/fac/sci/dcs/people/maxim_sviridenko/supermod_robust.pdf

[. Jiang, J. Pei, Y. Tao, and X. Lin, Clustering Uncertain Data Based on Probability Distribution Similarity, IEEE Transactions on Knowledge and Data Engineering, vol.25, issue.4, pp.751-763, 2013.
DOI : 10.1109/TKDE.2011.221

O. Klopfenstein and D. Nace, A robust approach to the chance-constrained knapsack problem, Operations Research Letters, vol.36, issue.5, pp.628-632, 2008.
DOI : 10.1016/j.orl.2008.03.006

URL : http://www.optimization-online.org/DB_FILE/2006/03/1341.pdf

M. Michael, . Kostreva, A. Ogryczak, and . Wierzbicki, Equitable aggregations and multiple criteria analysis, European Journal of Operational Research, vol.158, issue.2, pp.362-377, 2004.

D. Klabjan, D. Simchi-levi, and M. Song, Robust stochastic lotsizing by means of histograms, pp.691-710, 2013.
DOI : 10.1111/j.1937-5956.2012.01420.x

URL : http://dspace.mit.edu/bitstream/1721.1/77971/1/Simchi-Levi_Robust%20stochastic.pdf

D. Kuhn, W. Wiesemann, and A. Georghiou, Primal and dual linear decision rules in stochastic and robust optimization, Mathematical Programming, pp.177-209, 2011.
DOI : 10.1002/9781118032701

J. Boudec, Rate adaptation, congestion control and fairness: A tutorial, 2005.

Z. Li and C. A. Floudas, Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization, Computers & Chemical Engineering, vol.70, pp.50-66, 2014.
DOI : 10.1016/j.compchemeng.2014.03.019

URL : https://manuscript.elsevier.com/S0098135415001623/pdf/S0098135415001623.pdf

H. Luss, D. Nace, M. Poss, and M. C. Santos, Equitable sensor location problems, 2016.
URL : https://hal.archives-ouvertes.fr/hal-01310256

H. Luss, Equitable Resource Allocation: Models, Algorithms and Applications, 2012.
DOI : 10.1002/9781118449189

H. Liu, L. Zhang, H. Xiong, J. Li, and . Luo, Finding Probabilistic k-Skyline Sets on Uncertain Data, Proceedings of the 24th ACM International on Conference on Information and Knowledge Management, CIKM '15, pp.1511-1520, 2015.
DOI : 10.1016/j.is.2011.03.008

M. Minoux, On robust maximum flow with polyhedral uncertainty sets. Optimization Letters, pp.367-376, 2009.
DOI : 10.1007/s11590-009-0116-y

URL : https://hal.archives-ouvertes.fr/hal-01170357

M. Monaci, U. Pferschy, and P. Serafini, Exact solution of the robust knapsack problem, Computers & Operations Research, vol.40, issue.11, pp.2625-2631, 2013.
DOI : 10.1016/j.cor.2013.05.005

URL : https://doi.org/10.1016/j.cor.2013.05.005

M. John, B. Mulvey, and . Shetty, Financial planning via multi-stage stochastic optimization, Computers & OR, vol.31, issue.1, pp.1-20, 2004.

A. Neidhardt, H. Luss, and K. Krishnan, Data fusion and optimal placement of fixed and mobile sensors, Sensors Applications Symposium, pp.128-133, 2008.

D. Nace and J. B. Orlin, Lexicographically Minimum and Maximum Load Linear Programming Problems, Operations Research, vol.55, issue.1, pp.182-187, 2007.
DOI : 10.1287/opre.1060.0341

URL : https://hal.archives-ouvertes.fr/hal-00342722

D. Nace and M. Pióro, Max-min fairness and its applications to routing and load-balancing in communication networks: a tutorial, IEEE Communications Surveys & Tutorials, vol.10, issue.4, pp.5-17, 2008.
DOI : 10.1109/SURV.2008.080403

]. Ogr97, . Ww, and . Ogryczak, On the lexicographic minimax approach to location problems, European Journal of Operational Research, vol.100, issue.3, pp.566-585, 1997.

H. Ogryczak, . Luss, D. Pióro, A. Nace, and . Tomaszewski, Fair Optimization and Networks: A Survey, Journal of Applied Mathematics, vol.2002, issue.3, 2014.
DOI : 10.1155/2013/480962

URL : https://hal.archives-ouvertes.fr/hal-01120937

M. Poss, Robust combinatorial optimization with variable cost uncertainty, European Journal of Operational Research, vol.237, issue.3, pp.836-845, 2014.
DOI : 10.1016/j.ejor.2014.02.060

URL : https://hal.archives-ouvertes.fr/hal-01099569

M. Poss, Easy uncertainty sets for robust combinatorial optimization

G. Ch, Pflug and Alois Pichler Dynamic generation of scenario trees, Computational Optimization and Applications, vol.62, issue.3, pp.641-668, 2015.

Y. Pochet, A. Laurence, and . Wolsey, Polyhedra for lot-sizing with Wagner???Whitin costs, Mathematical Programming, pp.297-323, 1994.
DOI : 10.1007/BF01582225

Y. Pochet, A. Laurence, and . Wolsey, Production planning by mixed integer programming, 2006.

D. Rani and M. M. Moreira, Simulation?optimization modeling: a survey and potential application in reservoir systems operation. Water resources management, pp.1107-1138, 2010.
DOI : 10.1007/s11269-009-9488-0

URL : http://dspace.uevora.pt/rdpc/bitstream/10174/3060/3/1_pag.pdf

]. R. Roc01 and . Rockafella, Optimazation over uncertainty. Lecture Notes -University of Washigton, 2001.

O. Solyali, J. Cordeau, and G. Laporte, Robust Inventory Routing Under Demand Uncertainty, Transportation Science, vol.46, issue.3, pp.327-340, 2012.
DOI : 10.1287/trsc.1110.0387

A. Shapiro, A dynamic programming approach to adjustable robust optimization, Operations Research Letters, vol.39, issue.2, pp.83-87, 2011.
DOI : 10.1016/j.orl.2011.01.001

URL : http://www.optimization-online.org/DB_FILE/2010/12/2868.pdf

H. Tempelmeier, Stochastic Lot Sizing Problems, 2013.
DOI : 10.1007/978-1-4614-6777-9_10

[. Teksan and J. Geunes, A polynomial time algorithm for convex cost lot-sizing problems, Operations Research Letters, vol.43, issue.4, pp.359-364, 2015.
DOI : 10.1016/j.orl.2015.03.009

A. V. Timonina, Multi-stage stochastic optimization: the distance between stochastic scenario processes, Computational Management Science, vol.133, issue.3, pp.171-195, 2015.
DOI : 10.1023/A:1019211000153

S. Armagan, T. Brian, and G. Kingsman, The stochastic dynamic production/inventory lot-sizing problem with service-level constraints, International Journal of Production Economics, vol.88, issue.1, pp.105-119, 2004.

P. K. Edward and . Tsang, Constraint Based Scheduling: Applying Constraint Programming to Scheduling Problems, 2003.

G. Vojvodic, A. I. Jarrah, and D. P. Morton, Forward thresholds for operation of pumped-storage stations in the real-time energy market, European Journal of Operational Research, vol.254, issue.1
DOI : 10.1016/j.ejor.2016.03.020

R. Ronald and . Yager, On ordered weighted averaging aggregation operators in multicriteria decisionmaking, IEEE Transactions on systems, Man, and Cybernetics, vol.18, issue.1, pp.183-190, 1988.

Y. Zhu, UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL, Cybernetics and Systems, vol.3, issue.7, pp.535-547, 2010.
DOI : 10.1016/0022-0531(71)90038-X

URL : http://orsc.edu.cn/online/090524.pdf

B. Zeng and L. Zhao, Solving two-stage robust optimization problems using a column-and-constraint generation method, Operations Research Letters, vol.41, issue.5, 2011.
DOI : 10.1016/j.orl.2013.05.003