Tractable stochastic analysis in high dimensions via robust optimization (Q715242): Difference between revisions
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Revision as of 01:02, 5 March 2024
scientific article
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English | Tractable stochastic analysis in high dimensions via robust optimization |
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Tractable stochastic analysis in high dimensions via robust optimization (English)
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2 November 2012
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stochastic analysis
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robust optimization
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queueing
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mechanism design
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option pricing
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