The perturbation method applied to a robust optimization problem with constraint
Peng Luo, Alexander Schied, Xiaole Xue
| Year of publication: |
2024
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|---|---|
| Authors: | Luo, Peng ; Schied, Alexander ; Xue, Xiaole |
| Subject: | Backward stochastic differential equations | Robust optimization | Terminal perturbation | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-024-00358-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045584