Tractable stochastic analysis in high dimensions via robust optimization (Q715242)
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scientific article; zbMATH DE number 6101841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tractable stochastic analysis in high dimensions via robust optimization |
scientific article; zbMATH DE number 6101841 |
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Tractable stochastic analysis in high dimensions via robust optimization (English)
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2 November 2012
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stochastic analysis
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robust optimization
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queueing
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mechanism design
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option pricing
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