Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information

Krzysztof Postek, A. Ben-Tal, Dick Den Hertog and Bertrand Melenberg ()
Additional contact information
Krzysztof Postek: Tilburg University, Center For Economic Research
A. Ben-Tal: Tilburg University, Center For Economic Research

No 2015-030, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: robust optimization; ambiguity; stochastic programming; chance constraints (search for similar items in EconPapers)
Date: 2015
New Economics Papers: this item is included in nep-ore and nep-upt
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... aaa9c4d4c29/download (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:d718e419-a375-4707-b206-eb5ab1557e66

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().