A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: JuMP / rank | |||
Normal rank |
Revision as of 14:54, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A data-driven approach for a class of stochastic dynamic optimization problems |
scientific article |
Statements
A data-driven approach for a class of stochastic dynamic optimization problems (English)
0 references
8 December 2021
0 references
stochastic programming
0 references
distributionally robust dynamic optimization
0 references
hidden Markov models
0 references
risk constraints
0 references
stochastic dual dynamic programming
0 references