Introduction to the special issue on stochastic modelling, control, and robust optimization at the crossroads of engineering, environmental economics, and finance.
Alain HaurieRoland P. MalhaméPublished in: Autom. (2008)
Keyphrases
- robust optimization
- chance constrained
- stochastic optimization
- stochastic programming
- computational intelligence
- mathematical programming
- control system
- portfolio selection
- portfolio optimization
- game theory
- lot sizing
- risk measures
- computational complexity
- chance constraints
- semidefinite programming
- decision theory
- feature selection