The decision rule approach to optimisation under uncertainty : theory and applications
Optimisation under uncertainty has a long and distinguished history in operations research. Decision-makers realised early on that the failure to account for uncertainty in optimisation problems can lead to substantial unexpected losses or even infeasible solutions. Therefore, approximating the unce...
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
Imperial College London
2013
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.570049 |