Risk-averse stochastic programming and distributionally robust optimization via operator splitting (Q2070402): Difference between revisions

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Latest revision as of 20:18, 27 July 2024

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Risk-averse stochastic programming and distributionally robust optimization via operator splitting
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    Risk-averse stochastic programming and distributionally robust optimization via operator splitting (English)
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    24 January 2022
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    multistage stochastic programs
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    distributionally robust optimization
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    ADMM
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    progressive hedging
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    splitting methods
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