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Constructing Uncertainty Sets for Robust Linear Optimization - MaRDI portal

Constructing Uncertainty Sets for Robust Linear Optimization (Q3100442)

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Constructing Uncertainty Sets for Robust Linear Optimization
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    Constructing Uncertainty Sets for Robust Linear Optimization (English)
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    24 November 2011
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    robust optimization
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    uncertainty sets
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    coherent risk measures
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    distortion risk measures
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