Robust sensitivity analysis for stochastic systems
Year of publication: |
November 2016
|
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Authors: | Lam, Henry |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 4, p. 1248-1275
|
Subject: | sensitivity analysis | model uncertainty | nonparametric | robust optimization | Sensitivitätsanalyse | Sensitivity analysis | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty |
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