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~institution:"Tilburg University, Center for Economic Research"
~person:"Blanc, Hans"
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general convex uncertainty regions
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linear conic optimization
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robust optimization
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Blanc, Hans
Talman, Dolf
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Tilburg University, Center for Economic Research
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A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having
General
Convex Uncertainty Sets
Blanc, Hans
;
Den Hertog, Dick
;
Gorissen, B.L.
;
Ben-Tal, A.
-
Tilburg University, Center for Economic Research
-
2012
, and is tractable for
general
convex uncertainty sets and any convex distance function. …
Persistent link: https://www.econbiz.de/10011092630
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