Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764)
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scientific article; zbMATH DE number 7809688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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