Robust solutions of optimization problems affected by uncertain probabilities
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 |
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