Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

A. Ben-Tal, Dick Den Hertog, Anja De Waegenaere (), Bertrand Melenberg () and G. Rennen
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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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