Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information

by Krzysztof Postek, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg

Year of publication:	2015
Authors:	Postek, Krzysztof ; Ben-Tal, Aharon ; Hertog, Dirk den ; Melenberg, Bertrand
Publisher:	Tilburg : Center for Economic Research
Subject:	robust optimization \| ambiguity \| stochastic programming \| chance constraints \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Robustes Verfahren \| Robust statistics \| Mathematische Optimierung \| Mathematical programming \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Entscheidung unter Risiko \| Decision under risk

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