Models for minimax stochastic linear optimization problems with risk aversion
Dimitris Bertsimas; Xuan Vinh Doan; Karthik Natarajan; Chung-Piaw Teo
| Year of publication: |
2010
|
|---|---|
| Authors: | Bertsimas, Dimitris ; Doan, Xuan Vinh ; Natarajan, Karthik ; Teo, Chung-Piaw |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 35.2010, 3, p. 580-602
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| Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | 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://ebvufind01.dmz1.zbw.eu/10008660776