The decision rule approach to optimization under uncertainty : methodology and applications
Year of publication: |
2019
|
---|---|
Authors: | Georghiou, Angelos ; Kuhn, Daniel ; Wiesemann, Wolfram |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 16.2019, 4, p. 545-576
|
Subject: | Robust optimization | Stochastic programming | Decision rules | Optimization under uncertainty | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung | Decision | Stochastischer Prozess | Stochastic process | Risiko | Risk | Robustes Verfahren | Robust statistics | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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