Extending the scope of robust quadratic optimization
Ahmadreza Marandi, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg
| Year of publication: |
2022
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|---|---|
| Authors: | Marandi, Ahmadreza ; Ben-Tal, Aharon ; Hertog, Dirk den ; Melenberg, Bertrand |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 1, p. 211-226
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| Subject: | inner approximation | mean-variance uncertainty | outer approximation | quadratic optimization | robust optimization | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2021.1059 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013358924