Comprehensive Robustness via Moment-based Optimization : Theory and Applications

The use of a stochastic model to predict the likelihood of future outcomes forms an integral part of decision optimization under uncertainty. In classical stochastic modeling uncertain parameters are often assumed to be driven by a particular form of probability distribution. In practice however, th...

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Bibliographic Details
Main Author: Li, Jonathan
Other Authors: Kwon, Roy H.
Language:en_ca
Published: 2012
Subjects:
Online Access:http://hdl.handle.net/1807/34785