ROC++: robust optimization in C++
Phebe Vayanos, Qing Jin, George Elissaios
| Year of publication: |
2022
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|---|---|
| Authors: | Vayanos, Phebe ; Jin, Qing ; Elissaios, George |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 6, p. 2873-2888
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| Subject: | C++ | decision-dependent information discovery | decision-dependent uncertainty | endogenous uncertainty | exogenous uncertainty | Python | robust optimization | sequential decision-making | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | Entscheidung | Decision | Entscheidungstheorie | Decision theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2022.1209 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014326305