Safe approximations of ambiguous chance constraints using historical data
İhsan Yanıkoğlu; Dick den Hertog
| Year of publication: |
2013
|
|---|---|
| Authors: | Yanıkoğlu, İhsan ; Hertog, Dirk den |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 25.2013, 4, p. 666-681
|
| Subject: | robust optimization | chance constraint | phi-divergence | goodness-of-fit statistics | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| 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/10010203615