Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
A. Ben-Tal,
Dick Den Hertog,
Anja De Waegenaere (a.m.b.dewaegenaere@uvt.nl),
Bertrand Melenberg (b.melenberg@uvt.nl) and
G. Rennen
Additional contact information
A. Ben-Tal: Tilburg University, Center For Economic Research
G. Rennen: Tilburg University, Center For Economic Research
No 2011-061, Discussion Paper from Tilburg University, Center for Economic Research
Keywords: robust optimization; ø-divergence; goodness-of-fit statistics (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (15)
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Journal Article: Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2013) 
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