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robust optimization
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Robust investment management with uncertainty in fund managers' asset allocation
Dong, Yang
;
Thiele, Aurélie
- In:
RAIRO
49
(
2015
)
4
,
pp. 821-844
Persistent link: https://www.econbiz.de/10011547056
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A robust optimization approach to model supply and demand uncertainties in inventory systems
Chu, Jie
;
Huang, Kai
;
Thiele, Aurélie
- In:
Journal of the Operational Research Society
70
(
2019
)
11
,
pp. 1885-1899
Persistent link: https://www.econbiz.de/10012214836
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