Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (Q3098258)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems |
scientific article |
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Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (English)
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17 November 2011
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estimation
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portfolio optimization
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