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[WIP] Robust solutions of optimization problems affected by uncertain probabilities #53

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nocotan opened this issue May 31, 2021 · 0 comments

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distributionally robust optimization

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nocotan commented May 31, 2021 •

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一言でいうと

DROの開祖．

論文リンク

https://www.jstor.org/stable/pdf/23359484.pdf?casa_token=C1r5eF3maocAAAAA:ijj1l5FD1IZSWioGeSB9tT5FEoYFJJyg1nQkLNneaaKe1MTJvMhllDeHDtw5UPrIE9ZLh5-o8GXieCoq1h_LqpEaA_U7vCFQ7ez5M_hc-xS4UjcU5cwH0w

著者/所属機関

Aharon Ben-Tal, Dick den Hertog, Anja De Waegenaere, Bertrand Melenberg and Gijs Rennen

投稿日付(yyyy/MM/dd)

INFORMS, 2016

概要

新規性・差分

手法

結果

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nocotan added the distributionally robust optimization label

nocotan self-assigned this

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