Ambiguous risk constraints with moment and unimodality information
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Publication:1717225
DOI10.1007/s10107-017-1212-xzbMath1410.90139OpenAlexW2768106699MaRDI QIDQ1717225
Ruiwei Jiang, Johanna L. Mathieu, Bo-wen Li
Publication date: 7 February 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1212-x
ambiguityseparationchance constraintsconditional value-at-riskgolden section searchsecond-order cone representation
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