A framework of distributionally robust possibilistic optimization
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DOI: 10.1007/s10700-024-09420-2
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References listed on IDEAS
- Dubois, Didier, 2006. "Possibility theory and statistical reasoning," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 47-69, November.
- Baudrit, C. & Dubois, D., 2006. "Practical representations of incomplete probabilistic knowledge," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 86-108, November.
- de Klerk, Etienne & Laurent, Monique, 2019. "A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis," Other publications TiSEM d956492f-3e25-4dda-a5e2-e, Tilburg University, School of Economics and Management.
- Wolfram Wiesemann & Daniel Kuhn & Melvyn Sim, 2014. "Distributionally Robust Convex Optimization," Operations Research, INFORMS, vol. 62(6), pages 1358-1376, December.
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Keywords
Robust optimization; Possibility theory; Fuzzy optimization; Fuzzy intervals; Conditional value at risk;All these keywords.
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