Robust linear programming with norm uncertainty

DOI10.1155/2014/209239zbMath1437.90100OpenAlexW1984838881WikidataQ59050289 ScholiaQ59050289MaRDI QIDQ2336219

Hong Luo, Lei Wang

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/209239

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)

Related Items (1)

Robust portfolio selection under norm uncertainty

Cites Work

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• Robust Solutions to Uncertain Semidefinite Programs
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• Robust Dynamic Programming

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