Extending the Scope of Robust Quadratic Optimization
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Publication:5084646
DOI10.1287/ijoc.2021.1059OpenAlexW2739435374MaRDI QIDQ5084646
Aharon Ben-Tal, Bertrand Melenberg, Dick den Hertog, Ahmadreza Marandi
Publication date: 28 June 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.01762
inner approximationouter approximationquadratic optimizationrobust optimizationmean-variance uncertainty
Uses Software
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