Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174): Difference between revisions

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Latest revision as of 14:01, 16 July 2024

scientific article; zbMATH DE number 6935668
Language Label Description Also known as
English
Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
scientific article; zbMATH DE number 6935668

    Statements

    Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (English)
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    12 September 2018
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    distributionally robust optimization
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    two-stage stochastic mixed binary programs
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    benders' decomposition
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    L-shaped method
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    ambiguity set
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    parametric cutting planes
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    moment matching
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    Kantorovich-Rubinstein distance
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    Wasserstein metric
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