Login / Signup
Robust optimization in the presence of uncertainty: A generic approach.
Joachim M. Buhmann
Alexey Gronskiy
Matús Mihalák
Tobias Pröger
Rastislav Srámek
Peter Widmayer
Published in:
J. Comput. Syst. Sci. (2018)
Keyphrases
</>
robust optimization
chance constrained
stochastic programming
mathematical programming
robust counterpart
risk measures
decision theory
portfolio optimization
portfolio selection
lot sizing
semidefinite programming
chance constraints
cooperative