Adjustable distributionally robust optimization with infinitely constrained ambiguity sets
Haolin Ruan, Zhi Chen, Chin Pang Ho
| Year of publication: |
2023
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|---|---|
| Authors: | Ruan, Haolin ; Chen, Zhi ; Ho, Chin Pang |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 5, p. 1002-1023
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| Subject: | adjustable optimization | distributionally robust optimization | infinitely constrained ambiguity set | linear decision rule | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidungstheorie | Decision theory | Entscheidung | Decision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2021.0181 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014422731