Work

Robust and Data-Driven Optimization: Modern Decision Making Under Uncertainty

Year: 2006

Type: book-chapter

DOI: 10.1287/educ.1063.0022

Authors: Dimitris Bertsimas, Aurélie Thiele

Institutions: Massachusetts Institute of Technology, Lehigh University

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: W2170344528

FWCI: 12.21

Cites: 41

Cited by: 278

Related to: 10