Robust simulation with likelihood-ratio constrained input uncertainty
Zhaolin Hu, L. Jeff Hong
| Year of publication: |
2022
|
|---|---|
| Authors: | Hu, Zhaolin ; Hong, L. Jeff |
| 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. 34.2022, 4, p. 2350-2367
|
| Subject: | probability: distributions | programming | stochastic | simulation | statistical analysis | Simulation | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Statistische Methodenlehre | Statistical theory | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2022.1169 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013362754