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Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information.

Krzysztof PostekAharon Ben-TalDick den HertogBertrand Melenberg
Published in: Oper. Res. (2018)
Keyphrases
  • robust optimization
  • cooperative
  • computational complexity
  • special case
  • machine learning
  • search algorithm