Robust stochastic programming with uncertain probabilities (Q3524435)

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Robust stochastic programming with uncertain probabilities
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    title
    Robust stochastic programming with uncertain probabilities (English)
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    DOI
    10.1093/imaman/dpm011
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    author
    Aurélie Thiele
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    publication date
    9 September 2008
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    zbMATH DE Number
    5323761
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    zbMATH Keywords
    robust optimization
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    uncertain probabilities
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    uncertainty sets
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    stochastic programming
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    linear programming
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