A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (Q494344): Difference between revisions

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A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
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    A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (English)
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    31 August 2015
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    worst-case linear optimization
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    adjustable robust optimization
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    semidefinite optimization
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    systemic risk
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    affine decision rules
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