Robust solutions of optimization problems affected by uncertain probabilities
Aharon Ben-Tal; Dick Den Hertog; Anja De Waegenaere; Bertrand Melenberg; Gijs Rennen
| Year of publication: |
2013
|
|---|---|
| Authors: | Ben-Tal, Aharon ; Hertog, Dirk den ; De Waegenaere, Anja ; Melenberg, Bertrand ; Rennen, Gijs |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 2, p. 341-357
|
| Subject: | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Nichtlineare Optimierung | Nonlinear programming | Risikomaß | Risk measure | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009713913