Robust Solutions of Conic Quadratic Problems
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چکیده
I would like to thank Prof. Ben-Tal and Prof. Nemirovski for their guidance and quick response in every issue. Special thanks are attributed to Dr. Amir Beck for his help and constructive remarks. The listening ear and helping hand of the IE&M faculty academic staff, administrative staff and students are highly appreciated. And last but certainly not least, I am grateful for the support of my wonderful family and friends. 4 Approximate robust counterpart of a conic quadratic constraint with set inclusion uncertainty 25 4. 4.1 Minimal VaR vs. uncertainty magnitude for nominal and robust portfolios.
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تاریخ انتشار 2006