A Soft Robust Model for Optimization Under Ambiguity (Q3098315): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Dimitris J. Bertsimas / rank | |||
| Property / author | |||
| Property / author: Dimitris J. Bertsimas / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2159289433 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Soft Robust Model for Optimization Under Ambiguity |
scientific article |
Statements
A Soft Robust Model for Optimization Under Ambiguity (English)
0 references
17 November 2011
0 references
robust optimization
0 references
ambiguity
0 references
convex risk measures
0 references
divergence measures
0 references
optimized certainty equivalent
0 references
portfolio optimization
0 references
