Stochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure
Davide La Torre & Franklin Mendivil
| Year of publication: |
2018
|
|---|---|
| Authors: | La Torre, Davide ; Mendivil, Franklin |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 10, p. 1549-1556
|
| Subject: | Stochastic linear optimization | deterministic equivalent problem | set-valued optimization | probability multimeasure | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Unvollkommene Information | Incomplete information | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-017-0249-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012228245