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Maximizing a Class of Utility Functions Over the Vertices of a Polytope - MaRDI portal

Maximizing a Class of Utility Functions Over the Vertices of a Polytope (Q5278276)

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scientific article; zbMATH DE number 6744858
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Maximizing a Class of Utility Functions Over the Vertices of a Polytope
scientific article; zbMATH DE number 6744858

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    Maximizing a Class of Utility Functions Over the Vertices of a Polytope (English)
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    13 July 2017
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    PERT
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    value-at-risk
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    multinomial logit
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    reliability
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    assortment
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    submodularity
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    combinatorial optimization
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    conic quadratic optimization
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    robust optimization
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