Ambiguous risk constraints with moment and unimodality information (Q1717225)
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scientific article; zbMATH DE number 7014730
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ambiguous risk constraints with moment and unimodality information |
scientific article; zbMATH DE number 7014730 |
Statements
Ambiguous risk constraints with moment and unimodality information (English)
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7 February 2019
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ambiguity
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chance constraints
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conditional value-at-risk
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second-order cone representation
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separation
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golden section search
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