Tight tail probability bounds for distribution-free decision making
Ernst Roos, Ruud Brekelmans, Wouter van Eekelen, Dick den Hertog, Johan S.H. van Leeuwaarden
| Year of publication: |
2022
|
|---|---|
| Authors: | Roos, Ernst ; Brekelmans, Ruud ; Eekelen, Wouter van ; Hertog, Dirk den ; Leeuwaarden, Johan S. H. van |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 299.2022, 3 (16.6.), p. 931-944
|
| Subject: | Applied probability | Chance constraints | Chebyshev inequality | Distributionally robust optimization | Wahrscheinlichkeitsrechnung | Probability theory | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.12.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013207188