01:17:13duration 1 hour 17 minutes
ORIE Colloquium on 9/2/2014 - Peter Jackson:…
ORIE Colloquium on 9/2/2014 - Peter Jackson: Multi-Period Stock Allocation Using Robust Optimization
Proponents of robust optimization typically make three claims concerning the value of the robust approach. The first is that robust optimization models lead to solutions whose expected cost is close…