Dimensionality Reduction in Dynamic Optimization Under Uncertainty
| Author | : Napat Rujeerapaiboon |
| Publisher | : |
| Total Pages | : 177 |
| Release | : 2016 |
| ISBN-10 | : OCLC:965604576 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Dimensionality Reduction in Dynamic Optimization Under Uncertainty by : Napat Rujeerapaiboon
Download or read book Dimensionality Reduction in Dynamic Optimization Under Uncertainty written by Napat Rujeerapaiboon and published by . This book was released on 2016 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mots-clés de l'auteur: convex optimization ; conic programming ; distributionally robust optimization ; stochastic programming ; linear decision rules ; portfolio optimization ; growth-optimal portfolio ; value-at-risk ; Chebyshev inequality ; electricity market.
