Constructing uncertainty sets for robust linear optimization (Q3100442)
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scientific article; zbMATH DE number 5978614
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Constructing uncertainty sets for robust linear optimization |
scientific article; zbMATH DE number 5978614 |
Statements
Constructing Uncertainty Sets for Robust Linear Optimization (English)
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24 November 2011
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robust optimization
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uncertainty sets
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coherent risk measures
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distortion risk measures
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0.8634461164474487
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0.8606556057929993
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0.812415599822998
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0.8058785200119019
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0.8042624592781067
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