Distributionally Robust Optimization
نویسندگان
چکیده
The robust optimization methodology that we have introduced so far is built on a fundamental modeling approach, based set-theoretic, deterministic uncertainty models.
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JUN-YA GOTOH, MICHAEL JONG KIM, AND ANDREW E.B. LIM Department of Industrial and Systems Engineering, Chuo University, Tokyo, Japan. Email: [email protected] Sauder School of Business, University of British Columbia, Vancouver, Canada. Email: [email protected] Departments of Decision Sciences and Finance, NUS Business School, National University of Singapore, Singapore. Email: andr...
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ژورنال
عنوان ژورنال: International series in management science/operations research
سال: 2021
ISSN: ['0884-8289', '2214-7934']
DOI: https://doi.org/10.1007/978-3-030-85128-6_4