Robust Mean-Covariance Solutions for Stochastic Optimization

DOI10.1287/OPRE.1060.0353zbMath1167.90611DBLPjournals/ior/Popescu07OpenAlexW1993599556WikidataQ91402387 ScholiaQ91402387MaRDI QIDQ3392061

Ioana Popescu

Publication date: 13 August 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d78937b4883e9c42db40e4381be01020bb1c8570

Mathematics Subject Classification ID

Stochastic programming (90C15)

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