Distributionally robust optimization and its tractable approximations

Operations Research

Volumn 58, Issue 4 PART 1, 2010, Pages 902-917

  Goh, Joel ^a   Sim, Melvyn ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Programming; Stochastic

Indexed keywords

APPROXIMATE SOLUTION; CONVEX PROGRAMS; DECISION RULES; LINEAR OPTIMIZATION PROBLEMS; LINEAR RULE; MODULAR FRAMEWORK; PIECEWISE-LINEAR; PROGRAMMING; ROBUST BOUND; ROBUST OPTIMIZATION; STOCHASTIC; UNCERTAIN LINEAR PROGRAMS;

PIECEWISE LINEAR TECHNIQUES; STOCHASTIC SYSTEMS;

OPTIMIZATION;

EID: 77955897551     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1090.0795     Document Type: Article

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