Stochastic Optimization and Worst-case Decisions

DOI10.1007/978-3-540-48271-0_19zbMath1223.90034OpenAlexW1639362799MaRDI QIDQ5198711

Berc Rustem, Stanislav Zakovic, Nalân Gülpinar

Publication date: 9 August 2011

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-48271-0_19

zbMATH Keywords

robust strategiesexpected value optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)

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