Nonlinear stochastic programming : with a case study in continuous switching
Alois Pichler, Asgeir Tomasgard
| Year of publication: |
16 July 2016
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| Authors: | Pichler, Alois ; Tomasgard, Asgeir |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 252.2016, 2 (16.7.), p. 487-501
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| Subject: | Stochastic optimization | Nonlinear programming | Risk measures | Robust optimization | Wasserstein metrics | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Nichtlineare Optimierung | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011457699