A linearizing method for distributionally robust optimization problem and applications (Q2859874)
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scientific article; zbMATH DE number 6230291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linearizing method for distributionally robust optimization problem and applications |
scientific article; zbMATH DE number 6230291 |
Statements
19 November 2013
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max-min problem
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distributionally robust optimization
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semi-infinite programming
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uncertain conditions
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portfolio management
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A linearizing method for distributionally robust optimization problem and applications (English)
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0.8094803690910339
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0.7726696729660034
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0.7709140181541443
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0.7706629037857056
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