Models for minimax stochastic linear optimization problems with risk aversion
Year of publication: |
2010
|
---|---|
Authors: | Bertsimas, Dimitris ; Doan, Xuan Vinh ; Natarajan, Karthik ; Teo, Chung-Piaw |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 35.2010, 3, p. 580-602
|
Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty |
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