Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
type: Item
instance of: scholarly article
title: Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
zbMATH Open document ID: 1228.90064
author: Erick Delage
author: Yinyu Ye
published in: Operations Research
publication date: 2011-11-17T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5973508
zbMATH Keywords: estimation
zbMATH Keywords: portfolio optimization
describes a project that uses: SeDuMi
MaRDI profile type: Publication
Wikidata QID: Q84267492
full work available at URL: opre.1090.0741
OpenAlex ID: W1968355947
DOI: 10.1287/OPRE.1090.0741
description: scientific article