On distributionally robust multiperiod stochastic optimization
Bita Analui; Georg Ch. Pflug
| Year of publication: |
2014
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|---|---|
| Authors: | Analui, Bita ; Pflug, Georg |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 11.2014, 3, p. 197-220
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| Subject: | Multistage stochastic optimization | Distributional robustness | Model ambiguity | Nested distance | Inventory management | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution | Robustes Verfahren | Robust statistics | 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://www.econbiz.de/10010385634