Robust optimization with ambiguous stochastic constraints under mean and dispersion information
Krzysztof Postek, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg
| Year of publication: |
May-June 2018
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| Authors: | Postek, Krzysztof ; Ben-Tal, Aharon ; Hertog, Dirk den ; Melenberg, Bertrand |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 3, p. 814-833
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| Subject: | robust optimization | ambiguity | stochastic programming | chance constraints | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2017.1688 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011884312