A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (Q494344)
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English | 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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