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Robust Solutions for Systems of Uncertain Linear Equations

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  • Zhen, Jianzhe

    (Tilburg University, School of Economics and Management)

  • den Hertog, Dick

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Other publications TiSEM d072bdb9-4168-4522-90d8-1, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:d072bdb9-4168-4522-90d8-1d55fda64ac0
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/7654908/2015_044.pdf
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    References listed on IDEAS

    as
    1. Zhen, J. & den Hertog, D., 2015. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," Other publications TiSEM 4a51526e-c7f0-436f-aeaa-f, Tilburg University, School of Economics and Management.
    2. Blanc, J.P.C. & den Hertog, D., 2008. "On Markov Chains with Uncertain Data," Discussion Paper 2008-50, Tilburg University, Center for Economic Research.
    3. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Other publications TiSEM d718e419-a375-4707-b206-e, Tilburg University, School of Economics and Management.
    4. Wolfram Wiesemann & Daniel Kuhn & Melvyn Sim, 2014. "Distributionally Robust Convex Optimization," Operations Research, INFORMS, vol. 62(6), pages 1358-1376, December.
    5. Bram L. Gorissen & Hans Blanc & Dick den Hertog & Aharon Ben-Tal, 2014. "Technical Note---Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets," Operations Research, INFORMS, vol. 62(3), pages 672-679, June.
    6. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
    7. Burer Samuel, 2012. "Robust Rankings for College Football," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 8(2), pages 1-22, June.
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    Cited by:

    1. Zhen, J. & den Hertog, D., 2015. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," Other publications TiSEM 4a51526e-c7f0-436f-aeaa-f, Tilburg University, School of Economics and Management.
    2. Jianzhe Zhen & Dick den Hertog, 2018. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," INFORMS Journal on Computing, INFORMS, vol. 30(1), pages 31-42, February.

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