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  • Search: subject:"Stochastic linear optimization"
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Mathematical programming 2 Mathematische Optimierung 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Artificial intelligence 1 Incomplete information 1 Künstliche Intelligenz 1 Probability theory 1 Risiko 1 Risk 1 Robust statistics 1 Robustes Verfahren 1 Stochastic linear optimization 1 Unvollkommene Information 1 Wahrscheinlichkeitsrechnung 1 deterministic equivalent problem 1 distributionally robust optimization 1 machine learning 1 probability multimeasure 1 set-valued optimization 1 stochastic linear optimization 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Chen, Zhi 1 La Torre, Davide 1 Mendivil, Franklin 1 Sim, Melvyn 1 Xiong, Peng 1
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Journal of the Operational Research Society 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1
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ECONIS (ZBW) 2
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Robust stochastic optimization made easy with RSOME
Chen, Zhi; Sim, Melvyn; Xiong, Peng - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3329-3339
Persistent link: https://www.econbiz.de/10012289134
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Stochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure
La Torre, Davide; Mendivil, Franklin - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1549-1556
Persistent link: https://www.econbiz.de/10012228245
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