Distributionally Robust Optimization with Principal Component Analysis (Q4571880): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CVX / rank | |||
Normal rank | |||
Revision as of 12:38, 29 February 2024
scientific article; zbMATH DE number 6898124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally Robust Optimization with Principal Component Analysis |
scientific article; zbMATH DE number 6898124 |
Statements
Distributionally Robust Optimization with Principal Component Analysis (English)
0 references
3 July 2018
0 references
stochastic programming
0 references
distributionally robust optimization
0 references
principal component analysis
0 references
semidefinite programming
0 references
