I am new to the concept of robust optimization.I am trying to formulate the robust variation of a Binary Integer Program. Suppose we have a constraint of the form $\sum{x_{i,j}} \geq b_j$ for $ i \in I, j \in J$ with uncertainty in the rhs. We know that each value $b_j$ is going to deviate in a known interval and we known that a specific number of rhs's will deviate (e.g. $\Gamma$ uncertainty).
According to what I researched about the work of Bertsimas and Sim, they consider uncertainty only in the lhs or in the objective and they propose a method to reformulate the uncertainty from the rhs in the lhs by introducing a new variable. Is someone away how to do that or whether is any useful research papers that would help me reformulate the problem and come up with the Robust formulation?
