Distributionally robust convex optimization
Wolfram Wiesemann; Daniel Kuhn; Melvyn Sim
| Year of publication: |
2014
|
|---|---|
| Authors: | Wiesemann, Wolfram ; Kuhn, Daniel ; Sim, Melvyn |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 6, p. 1358-1376
|
| Subject: | robust optimization | ambiguous probability distributions | conic optimization | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010471840