Scenarios and Policy Aggregation in Optimization Under Uncertainty (Q3354472): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q684040 |
||
| Property / author | |||
| Property / author: R. Tyrrell Rockafellar / rank | |||
Revision as of 14:50, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenarios and Policy Aggregation in Optimization Under Uncertainty |
scientific article |
Statements
Scenarios and Policy Aggregation in Optimization Under Uncertainty (English)
0 references
1991
0 references
scenario analysis
0 references
robust decisions
0 references
multistage optimization problems under uncertainty
0 references
augmented Lagrangian
0 references
proximal point algorithm
0 references
