Robust Linear Optimization With Recourse

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Recent advances in robust optimization: An overview (2014, methodology): “Thiele et al. (2009) present a cutting-plane method based on Kelley's algorithm for solving convex adjustable robust optimization problems, while Terry (2009) provides in addition preliminary results on the conditioning of a robust linear program and of an equivalent second-order cone program.”
Resiliency-Oriented Microgrid Optimal Scheduling (2014, background): “The worst case solution will be obtained at extreme points of uncertain parameters [23], [24].”
Microgrid Planning Under Uncertainty (2015, background): “Considering polyhedral uncertainty sets, and assuming that worst-case solution occurs at extreme points of uncertain parameters, loads and variable renewable generation are represented in (21) and (22), respectively [31].”
Two-Stage Robust Network Flow and Design Under Demand Uncertainty (2007, background): “Thiele [28] 33 describes a Benders decomposition approach for robust linear programming with recourse.”