Primal and dual linear decision rules in stochastic and robust optimization

Mathematical Programming

Volumn 130, Issue 1, 2011, Pages 177-209

  Kuhn, Daniel ^a   Wiesemann, Wolfram ^a   Georghiou, Angelos ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Error bounds; Linear decision rules; Robust optimization; Semidefinite programming; Stochastic optimization

Indexed keywords

DECISION RULES; ERROR BOUND; ROBUST OPTIMIZATION; SEMI-DEFINITE PROGRAMMING; STOCHASTIC OPTIMIZATIONS;

ERROR ANALYSIS; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; STOCHASTIC PROGRAMMING;

STOCHASTIC SYSTEMS;

EID: 81255179653     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-009-0331-4     Document Type: Article

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