Work

On tractable approximations of randomly perturbed convex constraints

Year: 2004

Type: conference-paper

Source: IEEE Conference on Decision and Control (CDC)

DOI: 10.1109/cdc.2003.1272982

Author: A. Nemirovski

Institution: Technion – Israel Institute of Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1531335330

FWCI: 7.607

Cites: 7

Cited by: 42

Related to: 10