Distributionally robust optimization with principal component analysis (Q4571880)
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scientific article; zbMATH DE number 6898124
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distributionally robust optimization with principal component analysis |
scientific article; zbMATH DE number 6898124 |
Statements
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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0.7907518148422241
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0.7492045760154724
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0.7481491565704346
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0.7376524209976196
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