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On probalistic constraints included by rectangular sets and multivariate normal distributions
Ackooij, Wim van
;
Henrion, René
;
Möller, Andris
; …
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 535-549
Persistent link: https://www.econbiz.de/10003990395
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2
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van
;
Escobar, Debora Daniela
;
Glanzer, Martin
- In:
Computational management science
17
(
2020
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
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