On the optimality of affine policies for budgeted uncertainty sets
Omar El Housni, Vineet Goyal
| Year of publication: |
2021
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|---|---|
| Authors: | El Housni, Omar ; Goyal, Vineet |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 2, p. 674-711
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| Subject: | robust optimization | affine policies | budget of uncertainty | Theorie | Theory | Risiko | Risk | Öffentlicher Haushalt | Public budget | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | Finanzpolitik | Fiscal policy | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2020.1082 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012582195