The benefit of uncertainty coupling in robust and adaptive robust optimization
Dimitris Bertsimas, Liangyuan Na, Bartolomeo Stellato, Irina Wang
| Year of publication: |
2025
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|---|---|
| Authors: | Bertsimas, Dimitris ; Na, Liangyuan ; Stellato, Bartolomeo ; Wang, Irina |
| Published in: |
INFORMS journal on optimization. - Catonsville, Md. : INFORMS, ISSN 2575-1492, ZDB-ID 2957493-6. - Vol. 7.2025, 2, p. 105-141
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| Subject: | adaptive optimization | coupled uncertainty | robust optimization | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Risiko | Risk | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoo.2023.0007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015423407