A survey of decision making and optimization under uncertainty

DOI10.1007/s10479-019-03431-8zbMath1480.90185OpenAlexW2982200588MaRDI QIDQ2241216

Andrew Keith, Darryl K. Ahner

Publication date: 8 November 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03431-8

zbMATH Keywords

uncertaintydecision theoryriskambiguityrobust optimizationdistributionally robust

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17)

Related Items (3)

Partition-based distributionally robust optimization via optimal transport with order cone constraints ⋮ Centroids of the core of exact capacities: a comparative study ⋮ Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading

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