Work

Robust optimization under correlated uncertainty: Formulations and computational study

Year: 2015

Type: article

Source: Computers & Chemical Engineering

DOI: 10.1016/j.compchemeng.2015.10.017

Authors: Yuan Yuan, Zukui Li, Biao Huang

Institution: University of Alberta

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: Natural Sciences and Engineering Research Council of Canada

OpenAlex ID: W1921327587

FWCI: 7.912

Cites: 23

Cited by: 58

Related to: 10