Tractable stochastic analysis in high dimensions via robust optimization (Q715242): Difference between revisions

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Revision as of 21:36, 19 March 2024

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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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