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Search: subject:"robust constraints"
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Optimality conditions in control problems with random state constraints in probabilistic or almost sure form
Geiersbach, Caroline
;
Henrion, René
- In:
Mathematics of operations research
50
(
2025
)
3
,
pp. 1654-1680
Persistent link: https://www.econbiz.de/10015444262
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Robustifying convex risk measures for linear portfolios : a nonparametric approach
Wozabal, David
- In:
Operations research
62
(
2014
)
6
,
pp. 1302-1315
Persistent link: https://www.econbiz.de/10010471862
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