A unified approach to uncertain optimization
Year of publication: |
16 July 2017
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Authors: | Klamroth, Kathrin ; Köbis, Elisabeth ; Schöbel, Anita ; Tammer, Christiane |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 260.2017, 2 (16.7.), p. 403-420
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Subject: | Robust optimization | Stochastic optimization | Set optimization | vector optimization | Nonlinear scalarization | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection |
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