Distribution-robust loss-averse optimization

DOI10.1007/s11590-016-1002-zzbMath1373.90088OpenAlexW2283215308MaRDI QIDQ2361137

Kyungsik Lee, Kyungchul Park

Publication date: 29 June 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-016-1002-z

zbMATH Keywords

stochastic programmingrobust optimizationloss-aversedistribution-robust

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)

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