Nonlinear stochastic programming : with a case study in continuous switching
Year of publication: |
16 July 2016
|
---|---|
Authors: | Pichler, Alois ; Tomasgard, Asgeir |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 252.2016, 2 (16.7.), p. 487-501
|
Subject: | Stochastic optimization | Nonlinear programming | Risk measures | Robust optimization | Wasserstein metrics | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Nichtlineare Optimierung |
-
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu, (2023)
-
Optimization under uncertainty and risk : quadratic and copositive approaches
Bomze, Immanuel M., (2023)
-
Proper efficiency and tradeoffs in multiple criteria and stochastic optimization
Engau, Alexander, (2017)
- More ...
-
On our Knowledge of Markets for Knowledge ― A Survey
Clemenz, Gerhard, (2008)
-
The nested Sinkhorn divergence to learn the nested distance
Pichler, Alois, (2021)
-
The 1/N investment strategy is optimal under high model ambiguity
Pflug, Georg, (2012)
- More ...