Robust stochastic optimization made easy with RSOME
Zhi Chen, Melvyn Sim, Peng Xiong
| Year of publication: |
2020
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|---|---|
| Authors: | Chen, Zhi ; Sim, Melvyn ; Xiong, Peng |
| 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. 66.2020, 8, p. 3329-3339
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| Subject: | stochastic linear optimization | distributionally robust optimization | machine learning | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3603 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012289134