Distributionally robust convex optimization
Year of publication: |
2014
|
---|---|
Authors: | Wiesemann, Wolfram ; Kuhn, Daniel ; Sim, Melvyn |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 6, p. 1358-1376
|
Subject: | robust optimization | ambiguous probability distributions | conic optimization | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
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