Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589): Difference between revisions

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Latest revision as of 09:57, 30 July 2024

scientific article; zbMATH DE number 7436478
Language Label Description Also known as
English
Mathematical Foundations of Distributionally Robust Multistage Optimization
scientific article; zbMATH DE number 7436478

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    Mathematical Foundations of Distributionally Robust Multistage Optimization (English)
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    1 December 2021
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    multistage stochastic programming
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    distributional robustness
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    conditional risk measures
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    dynamic equations
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    stochastic games
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    rectangularity
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