Distributionally Robust Optimization with Principal Component Analysis (Q4571880)
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scientific article; zbMATH DE number 6898124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally Robust Optimization with Principal Component Analysis |
scientific article; zbMATH DE number 6898124 |
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Distributionally Robust Optimization with Principal Component Analysis (English)
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3 July 2018
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stochastic programming
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distributionally robust optimization
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principal component analysis
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semidefinite programming
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