Price of correlations in stochastic optimization
Year of publication: |
2012
|
---|---|
Authors: | Agrawal, Shipra ; Ding, Yichuan ; Saberi, Amin ; Ye, Yinyu |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 60.2012, 1, p. 150-162
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Preismanagement | Pricing strategy | Mathematische Optimierung | Mathematical programming |
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