Optimization under uncertainty and risk : quadratic and copositive approaches
Immanuel M. Bomze, Markus Gabl
| Year of publication: |
2023
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|---|---|
| Authors: | Bomze, Immanuel M. ; Gabl, Markus |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 310.2023, 2 (16.10.), p. 449-476
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| Subject: | Conic programming and interior point methods | Quadratically constrained quadratic problems | Two-stage stochastic standard quadratic problems | Adjustable robust optimization | Distributionally robust optimization | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics | Risiko | Risk | Stochastischer Prozess | Stochastic process | Nichtlineare Optimierung | Nonlinear programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.11.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340188