Distributionally robust optimization with infinitely constrained ambiguity sets
Zhi Chen, Melvyn Sim, Huan Xu
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Zhi ; Sim, Melvyn ; Xu, Huan |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 5, p. 1328-1344
|
| Subject: | distributionally robust optimization | stochastic programming | entropic dominance | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2018.1799 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012107779