Safe approximations of chance constraints using historical data
Year of publication: |
2011
|
---|---|
Authors: | Yanıkoğlu, İhsan ; Hertog, Dirk den |
Publisher: |
Tilburg : Center for Economic Research |
Subject: | Zeitreihenanalyse | Time series analysis | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Theorie | Theory |
-
A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles, (2018)
-
Yuan, Jiaxin, (2025)
-
Computing the update of the repeated median regression line in linear time
Bernholt, Thorsten, (2002)
- More ...
-
Safe approximations of ambiguous chance constraints using historical data
Yanıkoğlu, İhsan, (2013)
-
A practical guide to robust optimization
Gorissen, Bram L., (2015)
-
A survey of adjustable robust optimization
Yanıkoğlu, İhsan, (2019)
- More ...