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Distributionally robust single machine scheduling with risk aversion.

Zhiqi ChangShiji SongYuli ZhangJianya DingRui ZhangRaymond Chiong
Published in: Eur. J. Oper. Res. (2017)
Keyphrases
  • risk aversion
  • robust optimization
  • risk averse
  • utility function
  • artificial intelligence
  • markov chain
  • exchange rate
  • risk neutral