Robust Solutions to the Life-Cycle Consumption Problem
Author:
Funder
FONDECYT
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-019-09964-1.pdf
Reference51 articles.
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3. Ben-Tal, A., Boyd, S., & Nemirovski, A. (2006). Extending scope of robust optimization: Comprehensive robust counterparts of uncertain problems. Mathematical Programming, 107(1–2), 63–89.
4. Ben-Tal, A., Goryashko, A., Guslitzer, E., & Nemirovski, A. (2004). Adjustable robust solutions of uncertain linear programs. Mathematical Programming, 99(2), 351–376.
5. Ben-Tal, A., Margalit, T., & Nemirovski, A. (2000). Robust modeling of multi-stage portfolio problems. In H. Frenk, K. Roos, T. Terlaky, & S. Zhang (Eds.), High performance optimization (pp. 303–328). Boston: Springer.
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1. Correction to: Robust Solutions to the Life-Cycle Consumption Problem;Computational Economics;2020-03-04
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