Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764): Difference between revisions

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Latest revision as of 19:25, 30 December 2024

scientific article; zbMATH DE number 7809688
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Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
scientific article; zbMATH DE number 7809688

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    Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (English)
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    27 February 2024
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    multistage distributionally robust optimization
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    bounding
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    dynamic measures of risk
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    \(\phi\)-divergences
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    Wasserstein distance
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