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